+1,312.4%
NOK vs SO
+3,576.2%
-2,263.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | -14.7% | +7.8% | -22.6% | -16.8% |
| 3M | -10.6% | +2.9% | -13.5% | -11.6% |
| 6M | -39.4% | +2.5% | -41.8% | -40.3% |
| YTD | +30.4% | +10.3% | +20.2% | +25.5% |
| 1Y | +22.3% | +6.4% | +16.0% | +18.9% |
| 3Y | +157.6% | +52.8% | +104.8% | +122.8% |
| 5Y | +64.6% | +78.7% | -14.1% | +34.8% |
| 10Y | +132.5% | +196.3% | -63.8% | +59.8% |
| All | +1,312.4% | +3,576.2% | -2,263.8% | +721.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling