+138.6%
NOK vs UL
+66.7%
+71.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +11.0% | -3.4% | +14.4% | +12.2% |
| 30D | +7.8% | +0.5% | +7.4% | +7.5% |
| 3M | -21.0% | +7.2% | -28.2% | -23.8% |
| 6M | +40.9% | -3.1% | +43.9% | +40.7% |
| YTD | +72.0% | -2.7% | +74.7% | +70.8% |
| 1Y | +140.9% | -10.2% | +151.1% | +146.9% |
| 3Y | +194.3% | +20.3% | +174.0% | +163.1% |
| 5Y | +112.5% | +19.9% | +92.6% | +87.0% |
| All | +138.6% | +66.7% | +71.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling