+21.3%
NOK vs MKTX
+5.4%
+15.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -10.4% | +0.5% | -10.9% | -10.4% |
| 30D | -19.0% | +1.0% | -20.0% | -19.1% |
| 3M | -16.7% | +2.5% | -19.2% | -16.9% |
| 6M | -37.1% | +8.0% | -45.2% | -36.1% |
| YTD | +27.7% | -7.3% | +34.9% | +32.7% |
| 1Y | +21.3% | +4.7% | +16.6% | +22.1% |
| All | +21.3% | +5.4% | +15.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling