+21.3%
NOK vs TRU
+2.1%
+19.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -1.6% |
| 7D | -10.4% | +10.5% | -20.9% | -8.4% |
| 30D | -19.0% | +28.7% | -47.7% | -15.3% |
| 3M | -16.7% | +0.7% | -17.4% | -16.3% |
| 6M | -37.1% | +19.3% | -56.5% | -35.8% |
| YTD | +27.7% | -3.7% | +31.4% | +28.7% |
| 1Y | +21.3% | +3.4% | +17.9% | +24.5% |
| All | +21.3% | +2.1% | +19.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling