+132.5%
NOK vs M
-5.1%
+137.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +2.2% | -3.3% | +5.5% | +2.9% |
| 30D | -14.7% | +8.1% | -22.8% | -16.1% |
| 3M | -10.6% | +2.2% | -12.8% | -11.4% |
| 6M | -39.4% | +35.1% | -74.5% | -43.1% |
| YTD | +30.4% | +15.8% | +14.6% | +25.3% |
| 1Y | +22.3% | +25.8% | -3.5% | +15.4% |
| 3Y | +157.6% | +156.2% | +1.4% | +102.0% |
| 5Y | +64.6% | -2.4% | +66.9% | +48.9% |
| 10Y | +132.5% | -7.1% | +139.6% | +67.5% |
| All | +132.5% | -5.1% | +137.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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