+26.4%
NOK vs MKTX
+1,443.5%
-1,417.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +8.7% | -0.2% | +8.9% | +8.7% |
| 30D | +12.5% | +0.8% | +11.7% | +12.3% |
| 3M | -20.7% | +41.1% | -61.9% | -27.5% |
| 6M | +36.2% | -9.5% | +45.7% | +37.6% |
| YTD | +64.1% | -8.7% | +72.8% | +65.2% |
| 1Y | +132.4% | -10.0% | +142.3% | +134.0% |
| 3Y | +182.9% | -24.6% | +207.5% | +188.3% |
| 5Y | +102.8% | -60.3% | +163.1% | +136.5% |
| 10Y | +126.8% | +5.0% | +121.8% | +101.0% |
| All | +26.4% | +1,443.5% | -1,417.1% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling