+91.1%
NOK vs TRU
+226.0%
-134.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +9.3% | -6.5% | +15.8% | +11.1% |
| 30D | +17.9% | -2.5% | +20.3% | +18.2% |
| 3M | -22.3% | +10.4% | -32.7% | -25.7% |
| 6M | +36.4% | +1.6% | +34.7% | +32.9% |
| YTD | +66.3% | -9.7% | +76.0% | +66.6% |
| 1Y | +134.4% | -17.3% | +151.7% | +139.7% |
| 3Y | +186.6% | -1.8% | +188.4% | +162.7% |
| 5Y | +102.7% | -36.2% | +138.9% | +111.8% |
| 10Y | +129.8% | +143.2% | -13.4% | +46.3% |
| All | +91.1% | +226.0% | -134.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling