+76.2%
NOK vs SPOT
+269.3%
-193.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | +5.4% | +1.6% | +3.8% | +5.1% |
| 30D | -14.1% | +16.9% | -31.1% | -16.7% |
| 3M | -23.6% | +23.0% | -46.5% | -26.9% |
| 6M | -45.1% | +42.2% | -87.3% | -49.2% |
| YTD | +24.7% | +5.5% | +19.2% | +20.9% |
| 1Y | +19.0% | -5.1% | +24.1% | +17.6% |
| 3Y | +147.0% | +257.9% | -110.9% | +79.6% |
| 5Y | +58.2% | +118.4% | -60.2% | +19.2% |
| All | +76.2% | +269.3% | -193.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling