+115.1%
NOK vs SHAK
-22.8%
+137.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +4.3% |
| 7D | +11.0% | -8.3% | +19.3% | +12.3% |
| 30D | +7.8% | -12.6% | +20.5% | +9.9% |
| 3M | -21.0% | +9.1% | -30.1% | -22.6% |
| 6M | +40.9% | -31.2% | +72.1% | +47.4% |
| YTD | +72.0% | -21.6% | +93.6% | +75.7% |
| 1Y | +140.9% | -38.8% | +179.7% | +155.5% |
| 3Y | +194.3% | +0.6% | +193.6% | +169.2% |
| All | +115.1% | -22.8% | +137.9% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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