+45.4%
NOK vs NDAQ
+2,327.9%
-2,282.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +3.3% |
| 7D | -1.8% | -2.4% | +0.7% | -1.0% |
| 30D | +4.7% | +2.5% | +2.2% | +3.8% |
| 3M | -39.7% | +9.9% | -49.6% | -41.9% |
| 6M | +23.1% | +9.4% | +13.6% | +18.4% |
| YTD | +55.0% | +0.4% | +54.6% | +52.8% |
| 1Y | +118.0% | +4.0% | +114.0% | +112.0% |
| 3Y | +170.5% | +94.4% | +76.1% | +111.6% |
| 5Y | +84.9% | +56.7% | +28.1% | +54.1% |
| 10Y | +112.0% | +375.3% | -263.3% | +23.1% |
| All | +45.4% | +2,327.9% | -2,282.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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