+152.6%
NOK vs M
+142.9%
+9.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +5.6% |
| 7D | -1.4% | +2.5% | -4.0% | -1.8% |
| 30D | -21.0% | +10.1% | -31.1% | -22.2% |
| 3M | -12.6% | -0.9% | -11.7% | -12.7% |
| 6M | -36.2% | +30.2% | -66.4% | -38.6% |
| YTD | +26.4% | +16.3% | +10.1% | +23.0% |
| 1Y | +19.6% | +27.0% | -7.4% | +14.7% |
| 3Y | +152.6% | +154.5% | -1.9% | +100.0% |
| All | +152.6% | +142.9% | +9.7% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling