+41.1%
NOK vs P
+469.1%
-428.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.9% | +1.9% |
| 7D | -10.5% | -23.8% | +13.3% | -5.2% |
| 30D | -27.9% | -36.6% | +8.8% | -20.4% |
| 3M | -18.8% | +10.9% | -29.6% | -20.7% |
| 6M | -41.9% | +30.0% | -71.9% | -44.9% |
| YTD | +18.4% | +44.4% | -26.0% | +9.7% |
| 1Y | +10.9% | +3.9% | +6.9% | +7.4% |
| 3Y | +137.9% | +176.6% | -38.7% | +79.2% |
| 5Y | +47.8% | +249.3% | -201.5% | +3.3% |
| 10Y | +116.4% | +726.9% | -610.6% | +22.7% |
| All | +41.1% | +469.1% | -428.0% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling