+194.3%
NOK vs TRU
-1.3%
+195.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.7% |
| 7D | +11.0% | -2.7% | +13.7% | +11.2% |
| 30D | +7.8% | -2.0% | +9.9% | +7.9% |
| 3M | -21.0% | +18.4% | -39.4% | -23.2% |
| 6M | +40.9% | +8.9% | +32.0% | +38.2% |
| YTD | +72.0% | -8.9% | +81.0% | +72.9% |
| 1Y | +140.9% | -15.9% | +156.8% | +144.9% |
| 3Y | +194.3% | -1.1% | +195.3% | +190.9% |
| All | +194.3% | -1.3% | +195.6% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling