+135.4%
NOK vs SO
+0.2%
+135.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +0.7% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +17.9% | -2.5% | +20.3% | +16.5% |
| 3M | -22.3% | -4.2% | -18.1% | -24.2% |
| 6M | +36.4% | -7.7% | +44.0% | +32.0% |
| YTD | +66.3% | +3.8% | +62.5% | +71.0% |
| All | +135.4% | +0.2% | +135.3% | +125.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling