+134.4%
NOK vs P
+22.0%
+112.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +2.5% |
| 7D | +9.3% | +5.0% | +4.3% | +7.3% |
| 30D | +17.9% | -0.9% | +18.8% | +17.4% |
| 3M | -22.3% | +38.7% | -61.0% | -31.7% |
| 6M | +36.4% | +54.4% | -18.0% | +18.8% |
| YTD | +66.3% | +44.8% | +21.5% | +46.6% |
| 1Y | +134.4% | +22.5% | +111.9% | +102.8% |
| All | +134.4% | +22.0% | +112.4% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling