+21.3%
NOK vs O
+8.1%
+13.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -0.7% |
| 7D | -10.4% | +5.8% | -16.2% | -7.1% |
| 30D | -19.0% | +10.7% | -29.7% | -13.7% |
| 3M | -16.7% | -4.5% | -12.2% | -17.7% |
| 6M | -37.1% | -4.1% | -33.0% | -36.1% |
| YTD | +27.7% | +9.8% | +17.9% | +35.3% |
| 1Y | +21.3% | +11.3% | +10.0% | +22.3% |
| All | +21.3% | +8.1% | +13.2% | +22.3% |
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