+140.9%
NOK vs TRU
-13.7%
+154.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.9% |
| 7D | +11.0% | -2.7% | +13.7% | +10.6% |
| 30D | +7.8% | -2.0% | +9.9% | +7.6% |
| 3M | -21.0% | +18.4% | -39.4% | -20.7% |
| 6M | +40.9% | +8.9% | +32.0% | +41.9% |
| YTD | +72.0% | -8.9% | +81.0% | +73.1% |
| 1Y | +140.9% | -15.9% | +156.8% | +142.7% |
| All | +140.9% | -13.7% | +154.6% | +142.7% |
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