-61.0%
NOK vs ON
+185.7%
-246.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.4% | +10.6% | +7.2% |
| 7D | +7.3% | -2.2% | +9.4% | +7.7% |
| 30D | +13.8% | -12.4% | +26.2% | +17.4% |
| 3M | -27.0% | -41.2% | +14.2% | -17.7% |
| 6M | +37.6% | +25.0% | +12.6% | +31.0% |
| YTD | +64.6% | +31.3% | +33.3% | +54.4% |
| 1Y | +132.0% | +45.4% | +86.6% | +110.9% |
| 3Y | +183.7% | -27.4% | +211.1% | +183.9% |
| 5Y | +101.3% | +58.5% | +42.8% | +61.7% |
| 10Y | +122.4% | +561.8% | -439.4% | +16.7% |
| All | -61.0% | +185.7% | -246.7% | -83.1% |
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