+102.7%
NOK vs U
-67.7%
+170.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +9.3% | +4.4% | +5.0% | +8.8% |
| 30D | +17.9% | -1.3% | +19.2% | +18.0% |
| 3M | -22.3% | +49.6% | -71.9% | -26.1% |
| 6M | +36.4% | +100.2% | -63.8% | +25.0% |
| YTD | +66.3% | -3.7% | +70.0% | +63.8% |
| 1Y | +134.4% | -6.5% | +140.9% | +129.8% |
| 3Y | +186.6% | +12.9% | +173.7% | +160.3% |
| 5Y | +102.7% | -68.3% | +171.0% | +98.5% |
| All | +102.7% | -67.7% | +170.4% | +98.5% |
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