+181.6%
NOK vs SO
+45.5%
+136.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.2% |
| 7D | +7.3% | +1.0% | +6.2% | +7.2% |
| 30D | +13.8% | -3.2% | +17.0% | +13.8% |
| 3M | -27.0% | -1.7% | -25.3% | -27.4% |
| 6M | +37.6% | -7.2% | +44.8% | +37.8% |
| YTD | +64.6% | +4.6% | +60.0% | +62.3% |
| 1Y | +132.0% | +1.2% | +130.8% | +129.2% |
| All | +181.6% | +45.5% | +136.1% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling