+138.6%
NOK vs OMC
+34.2%
+104.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +11.0% | -4.4% | +15.3% | +12.5% |
| 30D | +7.8% | -7.6% | +15.5% | +10.3% |
| 3M | -21.0% | +4.5% | -25.5% | -23.0% |
| 6M | +40.9% | -0.3% | +41.1% | +39.3% |
| YTD | +72.0% | -0.1% | +72.1% | +68.4% |
| 1Y | +140.9% | +4.6% | +136.3% | +130.2% |
| 3Y | +194.3% | +10.5% | +183.8% | +166.7% |
| 5Y | +112.5% | +31.7% | +80.8% | +75.0% |
| All | +138.6% | +34.2% | +104.3% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling