+102.8%
NOK vs OMC
+31.0%
+71.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | +8.7% | -6.2% | +14.9% | +10.4% |
| 30D | +12.5% | -7.6% | +20.1% | +14.5% |
| 3M | -20.7% | +7.4% | -28.1% | -23.0% |
| 6M | +36.2% | +0.1% | +36.0% | +34.7% |
| YTD | +64.1% | +0.4% | +63.7% | +61.2% |
| 1Y | +132.4% | +7.8% | +124.6% | +121.6% |
| 3Y | +182.9% | +11.8% | +171.0% | +153.7% |
| 5Y | +102.8% | +32.5% | +70.3% | +58.9% |
| All | +102.8% | +31.0% | +71.8% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling