+173.0%
NOK vs U
-44.5%
+217.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -1.8% | -3.8% | +2.0% | -1.3% |
| 30D | +4.7% | +17.5% | -12.8% | +2.6% |
| 3M | -39.7% | +38.7% | -78.4% | -42.0% |
| 6M | +23.1% | +104.4% | -81.3% | +12.8% |
| YTD | +55.0% | -5.7% | +60.7% | +53.0% |
| 1Y | +118.0% | +3.7% | +114.4% | +110.7% |
| 3Y | +170.5% | +12.3% | +158.2% | +146.6% |
| 5Y | +84.9% | -68.8% | +153.7% | +81.0% |
| All | +173.0% | -44.5% | +217.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling