+102.7%
NOK vs SO
+57.7%
+45.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +17.9% | -2.5% | +20.3% | +18.3% |
| 3M | -22.3% | -4.2% | -18.1% | -22.2% |
| 6M | +36.4% | -7.7% | +44.0% | +37.7% |
| YTD | +66.3% | +3.8% | +62.5% | +63.4% |
| 1Y | +134.4% | +0.1% | +134.4% | +131.8% |
| 3Y | +186.6% | +44.2% | +142.4% | +150.6% |
| 5Y | +102.7% | +57.9% | +44.8% | +76.9% |
| All | +102.7% | +57.7% | +45.0% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling