+110.9%
NOK vs LUNR
+54.8%
+56.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.8% | +1.1% |
| 7D | +9.3% | +0.5% | +8.8% | +9.3% |
| 30D | +17.9% | -5.3% | +23.2% | +18.0% |
| 3M | -22.3% | -45.6% | +23.3% | -21.8% |
| 6M | +36.4% | -17.4% | +53.7% | +36.6% |
| YTD | +66.3% | -7.9% | +74.3% | +66.4% |
| 1Y | +134.4% | +77.6% | +56.8% | +133.5% |
| 3Y | +186.6% | +247.4% | -60.9% | +185.3% |
| All | +110.9% | +54.8% | +56.1% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling