+73.3%
NOK vs S
-51.5%
+124.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.1% |
| 7D | +11.0% | +4.1% | +6.9% | +10.4% |
| 30D | -16.0% | -7.2% | -8.9% | -15.1% |
| 3M | -19.8% | 0.0% | -19.7% | -20.0% |
| 6M | -37.1% | +41.6% | -78.7% | -40.2% |
| YTD | +28.0% | +48.6% | -20.6% | +20.4% |
| 1Y | +17.9% | +30.0% | -12.1% | +12.6% |
| 3Y | +152.7% | +42.2% | +110.6% | +129.8% |
| 5Y | +62.3% | -70.8% | +133.1% | +63.1% |
| All | +73.3% | -51.5% | +124.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling