+101.3%
NOK vs P
+283.1%
-181.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.5% | +5.8% |
| 7D | +7.3% | +7.8% | -0.6% | +5.5% |
| 30D | +13.8% | +12.3% | +1.5% | +10.5% |
| 3M | -27.0% | +37.1% | -64.1% | -31.9% |
| 6M | +37.6% | +66.1% | -28.5% | +24.8% |
| YTD | +64.6% | +50.9% | +13.7% | +51.1% |
| 1Y | +132.0% | +27.2% | +104.8% | +115.5% |
| 3Y | +183.7% | +158.7% | +25.0% | +114.6% |
| 5Y | +101.3% | +291.1% | -189.8% | +32.1% |
| All | +101.3% | +283.1% | -181.8% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling