+153.4%
NOK vs PL
+540.6%
-387.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.5% |
| 7D | +11.0% | +22.3% | -11.3% | +8.2% |
| 30D | -16.0% | -8.3% | -7.7% | -15.2% |
| 3M | -19.8% | -43.3% | +23.5% | -14.9% |
| 6M | -37.1% | -65.8% | +28.7% | -30.7% |
| YTD | +28.0% | -29.5% | +57.5% | +33.6% |
| 1Y | +17.9% | +11.7% | +6.2% | +19.2% |
| All | +153.4% | +540.6% | -387.1% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling