+102.8%
NOK vs NEM
+153.1%
-50.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | +8.7% | -3.3% | +12.0% | +9.2% |
| 30D | +12.5% | +7.8% | +4.7% | +11.1% |
| 3M | -20.7% | +36.3% | -57.0% | -24.7% |
| 6M | +36.2% | +6.6% | +29.6% | +33.5% |
| YTD | +64.1% | +27.1% | +37.0% | +57.0% |
| 1Y | +132.4% | +62.3% | +70.0% | +115.0% |
| 3Y | +182.9% | +245.1% | -62.2% | +133.8% |
| 5Y | +102.8% | +154.0% | -51.2% | +68.6% |
| All | +102.8% | +153.1% | -50.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling