-63.2%
NOK vs ON
+199.0%
-262.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | -1.8% | +2.4% | -4.2% | -2.3% |
| 30D | +4.7% | -3.3% | +8.0% | +5.6% |
| 3M | -39.7% | -43.6% | +3.9% | -31.1% |
| 6M | +23.1% | +19.0% | +4.1% | +18.5% |
| YTD | +55.0% | +37.4% | +17.7% | +44.0% |
| 1Y | +118.0% | +54.8% | +63.3% | +95.5% |
| 3Y | +170.5% | -25.2% | +195.7% | +169.0% |
| 5Y | +84.9% | +62.7% | +22.1% | +47.7% |
| 10Y | +112.0% | +574.3% | -462.4% | +10.8% |
| All | -63.2% | +199.0% | -262.2% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling