+60.7%
NOK vs PL
+31.5%
+29.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +5.4% | +10.0% | -4.7% | +4.1% |
| 30D | -14.1% | -2.3% | -11.9% | -13.8% |
| 3M | -23.6% | -44.2% | +20.6% | -18.3% |
| 6M | -45.1% | -66.1% | +21.0% | -38.6% |
| YTD | +24.7% | -30.0% | +54.7% | +29.0% |
| 1Y | +19.0% | +21.0% | -2.0% | +16.4% |
| 3Y | +147.0% | +516.5% | -369.5% | +87.2% |
| All | +60.7% | +31.5% | +29.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling