+61.1%
NOK vs U
-68.6%
+129.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -2.7% | +24.4% | -27.1% | -5.5% |
| 30D | -20.4% | +7.4% | -27.7% | -21.2% |
| 3M | -9.6% | +16.8% | -26.4% | -11.6% |
| 6M | -35.6% | +78.8% | -114.4% | -40.3% |
| YTD | +27.5% | +14.0% | +13.5% | +22.7% |
| 1Y | +18.4% | +16.7% | +1.6% | +13.4% |
| 3Y | +151.8% | +86.4% | +65.4% | +113.8% |
| 5Y | +61.1% | -71.5% | +132.6% | +64.1% |
| All | +61.1% | -68.6% | +129.7% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 5y: compounded portfolio wealth divided by compounded U 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…
5y analysis · Full analysis span regression · 6 months rolling