+26.9%
NOK vs Q
+68.3%
-41.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.7% |
| 7D | +5.4% | +1.2% | +4.2% | +4.8% |
| 30D | -14.1% | -2.7% | -11.5% | -12.4% |
| 3M | -23.6% | -16.9% | -6.6% | -16.6% |
| 6M | -45.1% | -26.9% | -18.3% | -37.8% |
| YTD | +24.7% | +45.2% | -20.5% | +27.7% |
| 1Y | +19.0% | +38.1% | -19.1% | +21.7% |
| All | +26.9% | +68.3% | -41.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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