+194.3%
NOK vs LUNR
+228.4%
-34.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +4.9% |
| 7D | +11.0% | -3.1% | +14.1% | +11.1% |
| 30D | +7.8% | -15.3% | +23.2% | +8.7% |
| 3M | -21.0% | -53.2% | +32.2% | -18.9% |
| 6M | +40.9% | -22.2% | +63.1% | +42.0% |
| YTD | +72.0% | -11.6% | +83.6% | +72.3% |
| 1Y | +140.9% | +68.4% | +72.5% | +137.6% |
| 3Y | +194.3% | +216.8% | -22.5% | +205.9% |
| All | +194.3% | +228.4% | -34.1% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling