+21.3%
NOK vs NTR
+36.7%
-15.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -3.1% |
| 7D | -10.4% | +4.3% | -14.8% | -10.9% |
| 30D | -19.0% | +2.6% | -21.6% | -19.3% |
| 3M | -16.7% | +8.5% | -25.3% | -17.9% |
| 6M | -37.1% | -3.3% | -33.8% | -36.6% |
| YTD | +27.7% | +19.6% | +8.1% | +25.6% |
| 1Y | +21.3% | +37.6% | -16.3% | +7.4% |
| All | +21.3% | +36.7% | -15.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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