+122.2%
NOK vs S
-56.9%
+179.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | +8.7% | +0.1% | +8.6% | +8.7% |
| 30D | +12.5% | -11.8% | +24.3% | +14.1% |
| 3M | -20.7% | +33.9% | -54.7% | -24.1% |
| 6M | +36.2% | +40.1% | -3.9% | +29.5% |
| YTD | +64.1% | +32.1% | +32.1% | +57.0% |
| 1Y | +132.4% | +11.0% | +121.3% | +126.3% |
| 3Y | +182.9% | +16.9% | +165.9% | +163.9% |
| 5Y | +102.8% | -68.9% | +171.7% | +106.3% |
| All | +122.2% | -56.9% | +179.2% | +126.8% |
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