+52.0%
NOK vs P
+499.9%
-447.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.7% | -13.3% | +10.6% | +0.4% |
| 30D | -20.4% | -34.0% | +13.6% | -12.9% |
| 3M | -9.6% | +4.1% | -13.7% | -10.5% |
| 6M | -35.6% | +30.5% | -66.1% | -39.1% |
| YTD | +27.5% | +52.2% | -24.7% | +16.8% |
| 1Y | +18.4% | +10.3% | +8.1% | +13.3% |
| 3Y | +151.8% | +180.9% | -29.1% | +89.1% |
| 5Y | +61.1% | +259.7% | -198.6% | +11.9% |
| 10Y | +123.7% | +652.6% | -528.9% | +27.0% |
| All | +52.0% | +499.9% | -447.9% | -15.9% |
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