+138.6%
NOK vs LOW
+233.5%
-94.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -3.7% | +14.7% | +12.2% |
| 30D | +7.8% | -8.9% | +16.7% | +10.8% |
| 3M | -21.0% | -10.4% | -10.6% | -18.9% |
| 6M | +40.9% | -19.4% | +60.3% | +48.9% |
| YTD | +72.0% | -17.1% | +89.1% | +79.3% |
| 1Y | +140.9% | -26.3% | +167.2% | +160.9% |
| 3Y | +194.3% | -9.9% | +204.1% | +192.9% |
| 5Y | +112.5% | +6.1% | +106.4% | +97.6% |
| All | +138.6% | +233.5% | -94.9% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling