+131.9%
NOK vs SPOT
+214.5%
-82.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +8.7% | -6.9% | +15.6% | +10.0% |
| 30D | +12.5% | +4.1% | +8.4% | +11.4% |
| 3M | -20.7% | +3.7% | -24.4% | -21.8% |
| 6M | +36.2% | -1.6% | +37.8% | +34.9% |
| YTD | +64.1% | -10.2% | +74.3% | +64.6% |
| 1Y | +132.4% | -25.9% | +158.3% | +141.1% |
| 3Y | +182.9% | +235.6% | -52.7% | +107.9% |
| 5Y | +102.8% | +110.6% | -7.8% | +53.9% |
| All | +131.9% | +214.5% | -82.6% | +43.8% |
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