+194.3%
NOK vs NTR
+36.8%
+157.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +11.0% | -1.3% | +12.3% | +11.3% |
| 30D | +7.8% | +16.8% | -8.9% | +4.5% |
| 3M | -21.0% | +20.7% | -41.8% | -24.3% |
| 6M | +40.9% | +0.5% | +40.4% | +39.9% |
| YTD | +72.0% | +29.2% | +42.8% | +62.7% |
| 1Y | +140.9% | +39.6% | +101.3% | +123.3% |
| 3Y | +194.3% | +37.9% | +156.4% | +166.1% |
| All | +194.3% | +36.8% | +157.5% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling