+138.6%
NOK vs SO
+159.0%
-20.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | +11.0% | -1.1% | +12.0% | +11.3% |
| 30D | +7.8% | -5.0% | +12.9% | +9.1% |
| 3M | -21.0% | -5.8% | -15.2% | -20.2% |
| 6M | +40.9% | -7.9% | +48.8% | +43.0% |
| YTD | +72.0% | +2.4% | +69.6% | +69.4% |
| 1Y | +140.9% | -2.3% | +143.2% | +139.9% |
| 3Y | +194.3% | +41.9% | +152.4% | +160.6% |
| 5Y | +112.5% | +58.1% | +54.5% | +81.1% |
| All | +138.6% | +159.0% | -20.4% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling