+165.9%
NOK vs PL
+84.9%
+81.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +2.8% |
| 7D | -1.8% | -9.3% | +7.5% | -0.7% |
| 30D | +4.7% | -18.9% | +23.6% | +7.2% |
| 3M | -39.7% | -58.4% | +18.7% | -34.1% |
| 6M | +23.1% | -30.3% | +53.4% | +27.0% |
| YTD | +55.0% | -8.1% | +63.1% | +55.3% |
| 1Y | +118.0% | +180.5% | -62.5% | +93.1% |
| 3Y | +170.5% | +444.1% | -273.7% | +108.4% |
| 5Y | +84.9% | +83.0% | +1.8% | +46.0% |
| All | +165.9% | +84.9% | +81.0% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling