+140.9%
NOK vs NEM
+64.8%
+76.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -1.0% | +12.0% | +11.2% |
| 30D | +7.8% | +7.8% | 0.0% | +5.9% |
| 3M | -21.0% | +30.2% | -51.2% | -26.2% |
| 6M | +40.9% | +9.6% | +31.3% | +35.2% |
| YTD | +72.0% | +27.8% | +44.2% | +60.6% |
| 1Y | +140.9% | +60.7% | +80.2% | +122.0% |
| All | +140.9% | +64.8% | +76.1% | +122.0% |
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