+1,677.3%
NOK vs NI
+2,573.9%
-896.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +8.7% | -0.6% | +9.3% | +9.0% |
| 30D | +12.5% | -1.4% | +13.9% | +13.1% |
| 3M | -20.7% | -10.6% | -10.2% | -17.4% |
| 6M | +36.2% | -9.9% | +46.1% | +41.3% |
| YTD | +64.1% | +1.2% | +63.0% | +62.3% |
| 1Y | +132.4% | +4.4% | +128.0% | +126.3% |
| 3Y | +182.9% | +68.6% | +114.3% | +122.7% |
| 5Y | +102.8% | +98.0% | +4.8% | +47.7% |
| 10Y | +126.8% | +143.6% | -16.8% | +41.0% |
| All | +1,677.3% | +2,573.9% | -896.6% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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