+1,578.5%
NOK vs UL
+1,835.2%
-256.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -1.8% | -1.3% | -0.4% | -1.1% |
| 30D | +4.7% | +0.5% | +4.2% | +4.2% |
| 3M | -39.7% | +17.6% | -57.3% | -45.6% |
| 6M | +23.1% | -5.4% | +28.4% | +23.6% |
| YTD | +55.0% | +0.7% | +54.3% | +49.9% |
| 1Y | +118.0% | -9.3% | +127.3% | +121.9% |
| 3Y | +170.5% | +24.5% | +146.0% | +129.9% |
| 5Y | +84.9% | +23.2% | +61.7% | +54.6% |
| 10Y | +112.0% | +64.5% | +47.5% | +44.9% |
| All | +1,578.5% | +1,835.2% | -256.7% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling