+194.3%
NOK vs MKTX
-25.3%
+219.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -0.2% | +11.2% | +11.0% |
| 30D | +7.8% | +0.7% | +7.1% | +7.8% |
| 3M | -21.0% | +40.8% | -61.8% | -21.8% |
| 6M | +40.9% | -8.0% | +48.9% | +41.5% |
| YTD | +72.0% | -8.7% | +80.8% | +72.8% |
| 1Y | +140.9% | -11.8% | +152.7% | +142.8% |
| 3Y | +194.3% | -24.0% | +218.3% | +199.4% |
| All | +194.3% | -25.3% | +219.5% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling