+118.0%
NOK vs UMAC
+164.0%
-46.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.7% | +2.9% |
| 7D | -1.8% | -0.9% | -0.8% | -1.7% |
| 30D | +4.7% | -7.7% | +12.4% | +4.9% |
| 3M | -39.7% | -26.4% | -13.2% | -39.9% |
| 6M | +23.1% | +61.9% | -38.8% | +19.2% |
| YTD | +55.0% | +86.5% | -31.5% | +49.3% |
| 1Y | +118.0% | +156.3% | -38.3% | +94.9% |
| All | +118.0% | +164.0% | -46.0% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling