+72.6%
NOK vs S
-49.1%
+121.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | -20.4% | -10.8% | -9.6% | -19.2% |
| 3M | -9.6% | +5.4% | -15.0% | -10.6% |
| 6M | -35.6% | +41.2% | -76.9% | -38.8% |
| YTD | +27.5% | +56.2% | -28.7% | +19.2% |
| 1Y | +18.4% | +36.3% | -17.9% | +12.3% |
| 3Y | +151.8% | +49.4% | +102.4% | +127.5% |
| 5Y | +61.1% | -66.9% | +128.0% | +60.4% |
| All | +72.6% | -49.1% | +121.7% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling