+138.6%
NOK vs NEM
+319.0%
-180.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -1.0% | +12.0% | +11.1% |
| 30D | +7.8% | +7.8% | 0.0% | +6.7% |
| 3M | -21.0% | +30.2% | -51.2% | -23.9% |
| 6M | +40.9% | +9.6% | +31.3% | +38.3% |
| YTD | +72.0% | +27.8% | +44.2% | +65.5% |
| 1Y | +140.9% | +60.7% | +80.2% | +125.1% |
| 3Y | +194.3% | +245.3% | -51.0% | +148.4% |
| 5Y | +112.5% | +155.3% | -42.8% | +82.2% |
| All | +138.6% | +319.0% | -180.5% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling