+183.7%
NOK vs M
+120.4%
+63.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +6.6% |
| 7D | +7.3% | +2.4% | +4.9% | +6.8% |
| 30D | +13.8% | -11.6% | +25.4% | +15.7% |
| 3M | -27.0% | +1.6% | -28.6% | -27.3% |
| 6M | +37.6% | +25.2% | +12.4% | +33.3% |
| YTD | +64.6% | +3.8% | +60.9% | +63.0% |
| 1Y | +132.0% | +36.3% | +95.7% | +120.7% |
| 3Y | +183.7% | +116.3% | +67.3% | +137.8% |
| All | +183.7% | +120.4% | +63.2% | +137.8% |
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