+102.7%
NOK vs M
+22.2%
+80.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.8% |
| 7D | +9.3% | -4.1% | +13.4% | +10.1% |
| 30D | +17.9% | -13.6% | +31.5% | +20.8% |
| 3M | -22.3% | -2.3% | -20.0% | -22.2% |
| 6M | +36.4% | +21.9% | +14.5% | +31.2% |
| YTD | +66.3% | -0.6% | +66.9% | +65.2% |
| 1Y | +134.4% | +29.7% | +104.7% | +121.3% |
| 3Y | +186.6% | +107.3% | +79.3% | +135.3% |
| 5Y | +102.7% | +20.5% | +82.2% | +87.0% |
| All | +102.7% | +22.2% | +80.5% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling