+127.9%
NOK vs P
+652.0%
-524.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | +5.4% | +11.6% | -6.3% | +2.7% |
| 30D | -14.1% | -23.7% | +9.5% | -8.6% |
| 3M | -23.6% | -8.0% | -15.6% | -22.4% |
| 6M | -45.1% | +27.9% | -73.0% | -48.3% |
| YTD | +24.7% | +61.2% | -36.4% | +11.9% |
| 1Y | +19.0% | +28.6% | -9.6% | +9.9% |
| 3Y | +147.0% | +200.5% | -53.5% | +77.4% |
| 5Y | +58.2% | +282.9% | -224.8% | +4.0% |
| All | +127.9% | +652.0% | -524.1% | +24.0% |
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