+1,677.3%
NOK vs SCHW
+12,447.5%
-10,770.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +8.7% | -2.8% | +11.5% | +9.8% |
| 30D | +12.5% | -0.1% | +12.6% | +12.3% |
| 3M | -20.7% | +20.6% | -41.3% | -26.7% |
| 6M | +36.2% | +15.9% | +20.2% | +27.2% |
| YTD | +64.1% | +8.5% | +55.7% | +56.8% |
| 1Y | +132.4% | +17.8% | +114.5% | +114.4% |
| 3Y | +182.9% | +88.5% | +94.3% | +112.6% |
| 5Y | +102.8% | +60.6% | +42.2% | +54.7% |
| 10Y | +126.8% | +298.0% | -171.2% | +9.7% |
| All | +1,677.3% | +12,447.5% | -10,770.2% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling