+129.8%
NOK vs P
+694.3%
-564.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +1.9% |
| 7D | +9.3% | +5.0% | +4.3% | +8.1% |
| 30D | +17.9% | -0.9% | +18.8% | +17.7% |
| 3M | -22.3% | +38.7% | -61.0% | -27.8% |
| 6M | +36.4% | +54.4% | -18.0% | +24.3% |
| YTD | +66.3% | +44.8% | +21.5% | +52.8% |
| 1Y | +134.4% | +22.5% | +111.9% | +118.8% |
| 3Y | +186.6% | +148.2% | +38.4% | +115.1% |
| 5Y | +102.7% | +268.9% | -166.2% | +34.7% |
| 10Y | +129.8% | +696.9% | -567.1% | +23.3% |
| All | +129.8% | +694.3% | -564.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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