+147.0%
NOK vs RF
+119.8%
+27.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.8% |
| 7D | +5.4% | +1.9% | +3.4% | +4.9% |
| 30D | -14.1% | +7.3% | -21.5% | -15.4% |
| 3M | -23.6% | -7.9% | -15.7% | -22.2% |
| 6M | -45.1% | +10.5% | -55.7% | -46.5% |
| YTD | +24.7% | +9.6% | +15.1% | +21.4% |
| 1Y | +19.0% | +20.3% | -1.3% | +13.1% |
| 3Y | +147.0% | +119.5% | +27.5% | +81.3% |
| All | +147.0% | +119.8% | +27.2% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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