+102.7%
NOK vs S
-71.9%
+174.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +9.3% | -1.2% | +10.6% | +9.5% |
| 30D | +17.9% | -12.6% | +30.4% | +19.8% |
| 3M | -22.3% | +27.6% | -49.9% | -25.2% |
| 6M | +36.4% | +35.5% | +0.9% | +30.0% |
| YTD | +66.3% | +29.6% | +36.7% | +59.2% |
| 1Y | +134.4% | +8.1% | +126.3% | +128.9% |
| 3Y | +186.6% | +14.8% | +171.8% | +166.9% |
| 5Y | +102.7% | -70.6% | +173.2% | +109.6% |
| All | +102.7% | -71.9% | +174.6% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling