+138.6%
NOK vs ON
+655.4%
-516.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | +2.5% |
| 7D | +11.0% | +2.4% | +8.6% | +10.2% |
| 30D | +7.8% | -8.6% | +16.5% | +10.3% |
| 3M | -21.0% | -34.3% | +13.3% | -12.5% |
| 6M | +40.9% | +28.5% | +12.4% | +34.0% |
| YTD | +72.0% | +40.6% | +31.4% | +59.7% |
| 1Y | +140.9% | +55.3% | +85.6% | +116.7% |
| 3Y | +194.3% | -22.2% | +216.4% | +194.1% |
| 5Y | +112.5% | +62.4% | +50.1% | +67.8% |
| All | +138.6% | +655.4% | -516.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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