+118.0%
NOK vs NTR
+43.1%
+75.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +2.9% |
| 7D | -1.8% | +8.1% | -9.9% | -3.0% |
| 30D | +4.7% | +18.8% | -14.1% | +1.7% |
| 3M | -39.7% | +16.2% | -55.9% | -41.1% |
| 6M | +23.1% | +9.8% | +13.3% | +20.6% |
| YTD | +55.0% | +30.9% | +24.2% | +51.1% |
| 1Y | +118.0% | +41.8% | +76.3% | +106.8% |
| All | +118.0% | +43.1% | +75.0% | +106.8% |
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