+194.3%
NOK vs NEM
+243.4%
-49.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 3M | -21.0% | +30.2% | -51.2% | -24.5% |
| 6M | +40.9% | +9.6% | +31.3% | +37.3% |
| YTD | +72.0% | +27.8% | +44.2% | +64.4% |
| 1Y | +140.9% | +60.7% | +80.2% | +124.1% |
| 3Y | +194.3% | +245.3% | -51.0% | +150.3% |
| All | +194.3% | +243.4% | -49.1% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling