+118.0%
NOK vs O
+11.2%
+106.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.2% |
| 7D | -1.8% | -0.7% | -1.0% | -2.1% |
| 30D | +4.7% | -1.9% | +6.6% | +3.6% |
| 3M | -39.7% | +3.8% | -43.5% | -39.4% |
| 6M | +23.1% | -4.7% | +27.8% | +23.4% |
| YTD | +55.0% | +12.5% | +42.5% | +67.9% |
| 1Y | +118.0% | +10.8% | +107.2% | +125.0% |
| All | +118.0% | +11.2% | +106.8% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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