+1,700.7%
NOK vs NEM
+414.8%
+1,285.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.9% |
| 7D | +9.3% | +3.1% | +6.3% | +9.0% |
| 30D | +17.9% | +10.0% | +7.9% | +16.7% |
| 3M | -22.3% | +30.9% | -53.2% | -24.5% |
| 6M | +36.4% | +10.5% | +25.8% | +34.5% |
| YTD | +66.3% | +29.7% | +36.6% | +61.3% |
| 1Y | +134.4% | +71.1% | +63.3% | +121.0% |
| 3Y | +186.6% | +252.1% | -65.5% | +149.6% |
| 5Y | +102.7% | +157.7% | -55.0% | +79.9% |
| 10Y | +129.8% | +319.4% | -189.5% | +91.3% |
| All | +1,700.7% | +414.8% | +1,285.9% | +1,393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling