+1,285.7%
NOK vs SO
+3,522.5%
-2,236.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | +11.0% | -0.9% | +11.9% | +11.3% |
| 30D | -16.0% | +4.9% | -21.0% | -17.4% |
| 3M | -19.8% | +0.8% | -20.5% | -20.2% |
| 6M | -37.1% | +0.6% | -37.7% | -37.8% |
| YTD | +28.0% | +8.7% | +19.3% | +23.6% |
| 1Y | +17.9% | +4.0% | +14.0% | +15.4% |
| 3Y | +152.7% | +50.6% | +102.1% | +119.5% |
| 5Y | +62.3% | +77.5% | -15.2% | +33.2% |
| 10Y | +128.1% | +192.0% | -63.9% | +57.4% |
| All | +1,285.7% | +3,522.5% | -2,236.9% | +708.9% |
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 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