+68.9%
NOK vs S
-51.7%
+120.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +5.4% | +2.0% | +3.4% | +5.1% |
| 30D | -14.1% | -2.7% | -11.4% | -13.7% |
| 3M | -23.6% | -6.9% | -16.7% | -23.1% |
| 6M | -45.1% | +38.1% | -83.2% | -47.7% |
| YTD | +24.7% | +48.0% | -23.3% | +17.4% |
| 1Y | +19.0% | +34.5% | -15.4% | +13.2% |
| 3Y | +147.0% | +38.3% | +108.7% | +125.5% |
| 5Y | +58.2% | -70.9% | +129.1% | +59.0% |
| All | +68.9% | -51.7% | +120.6% | +69.6% |
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