+158.3%
NOK vs SO
+53.1%
+105.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.2% |
| 30D | -14.7% | +7.8% | -22.6% | -14.4% |
| 3M | -10.6% | +2.9% | -13.5% | -10.4% |
| 6M | -39.4% | +2.5% | -41.8% | -39.5% |
| YTD | +30.4% | +10.3% | +20.2% | +29.2% |
| 1Y | +22.3% | +6.4% | +16.0% | +21.9% |
| All | +158.3% | +53.1% | +105.2% | +126.3% |
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