-70.4%
NOK vs ON
+185.7%
-256.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.7% |
| 7D | +5.4% | +12.2% | -6.9% | +2.5% |
| 30D | -14.1% | -3.1% | -11.0% | -13.3% |
| 3M | -23.6% | -12.9% | -10.7% | -20.9% |
| 6M | -45.1% | -38.6% | -6.6% | -38.5% |
| YTD | +24.7% | +31.2% | -6.5% | +17.3% |
| 1Y | +19.0% | +47.6% | -28.6% | +8.7% |
| 3Y | +147.0% | +6.6% | +140.4% | +128.8% |
| 5Y | +58.2% | +21.3% | +36.9% | +36.0% |
| 10Y | +122.3% | +533.3% | -411.1% | +18.2% |
| All | -70.4% | +185.7% | -256.1% | -87.2% |
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