+134.4%
NOK vs PL
+99.3%
+35.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | +9.3% | -13.9% | +23.2% | +11.9% |
| 30D | +17.9% | -25.5% | +43.3% | +23.6% |
| 3M | -22.3% | -44.8% | +22.4% | -15.8% |
| 6M | +36.4% | -33.3% | +69.7% | +48.2% |
| YTD | +66.3% | -12.7% | +79.0% | +78.4% |
| 1Y | +134.4% | +90.9% | +43.5% | +124.5% |
| All | +134.4% | +99.3% | +35.1% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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