+21.3%
NOK vs NEM
+50.9%
-29.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.9% | -12.5% | -5.2% |
| 7D | -10.4% | +3.7% | -14.1% | -11.3% |
| 30D | -19.0% | +2.0% | -21.0% | -19.4% |
| 3M | -16.7% | +21.1% | -37.8% | -21.0% |
| 6M | -37.1% | +9.5% | -46.6% | -38.9% |
| YTD | +27.7% | +19.1% | +8.6% | +19.2% |
| 1Y | +21.3% | +51.1% | -29.8% | +4.0% |
| All | +21.3% | +50.9% | -29.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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