+1,041.9%
NOK vs O
+5,367.1%
-4,325.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +7.3% | -0.6% | +7.8% | +7.5% |
| 30D | +13.8% | -2.0% | +15.7% | +14.6% |
| 3M | -27.0% | +3.0% | -30.0% | -28.4% |
| 6M | +37.6% | -3.6% | +41.2% | +38.4% |
| YTD | +64.6% | +12.1% | +52.6% | +55.8% |
| 1Y | +132.0% | +8.9% | +123.1% | +121.6% |
| 3Y | +183.7% | +30.3% | +153.3% | +149.1% |
| 5Y | +101.3% | +13.7% | +87.6% | +85.7% |
| 10Y | +122.4% | +50.3% | +72.1% | +70.9% |
| All | +1,041.9% | +5,367.1% | -4,325.2% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling