+194.3%
NOK vs SCHW
+86.6%
+107.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -1.9% | +12.8% | +11.4% |
| 30D | +7.8% | -1.6% | +9.5% | +8.1% |
| 3M | -21.0% | +21.3% | -42.3% | -25.1% |
| 6M | +40.9% | +16.5% | +24.4% | +34.7% |
| YTD | +72.0% | +8.4% | +63.6% | +67.4% |
| 1Y | +140.9% | +15.6% | +125.3% | +129.4% |
| 3Y | +194.3% | +86.8% | +107.4% | +124.9% |
| All | +194.3% | +86.6% | +107.6% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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