+184.5%
NOK vs UL
+21.6%
+162.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | +9.3% | -3.2% | +12.6% | +9.4% |
| 30D | +17.9% | -0.6% | +18.4% | +17.8% |
| 3M | -22.3% | +9.4% | -31.8% | -23.3% |
| 6M | +36.4% | -4.1% | +40.5% | +40.1% |
| YTD | +66.3% | -2.0% | +68.3% | +68.6% |
| 1Y | +134.4% | -9.0% | +143.4% | +144.5% |
| All | +184.5% | +21.6% | +162.9% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling