+181.6%
NOK vs S
+13.6%
+168.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.4% | +6.5% |
| 7D | +7.3% | -5.8% | +13.1% | +8.0% |
| 30D | +13.8% | -9.2% | +23.0% | +15.0% |
| 3M | -27.0% | +23.4% | -50.4% | -29.2% |
| 6M | +37.6% | +36.9% | +0.7% | +31.7% |
| YTD | +64.6% | +29.5% | +35.1% | +58.3% |
| 1Y | +132.0% | +5.4% | +126.6% | +127.1% |
| All | +181.6% | +13.6% | +168.0% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling