+45.5%
NOK vs PL
+20.8%
+24.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +1.4% |
| 7D | -10.5% | -6.8% | -3.7% | -9.7% |
| 30D | -27.9% | -29.3% | +1.4% | -24.7% |
| 3M | -18.8% | -44.8% | +26.0% | -12.9% |
| 6M | -41.9% | -68.4% | +26.5% | -34.4% |
| YTD | +18.4% | -36.4% | +54.8% | +23.9% |
| 1Y | +10.9% | +0.7% | +10.1% | +10.6% |
| 3Y | +137.9% | +455.3% | -317.4% | +82.7% |
| All | +45.5% | +20.8% | +24.7% | +19.2% |
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