+21.3%
NOK vs UMAC
+2.9%
+18.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.9% | +8.3% | -1.3% |
| 7D | -10.4% | -26.0% | +15.6% | -7.2% |
| 30D | -19.0% | -40.3% | +21.3% | -14.2% |
| 3M | -16.7% | -51.1% | +34.4% | -10.7% |
| 6M | -37.1% | -5.6% | -31.5% | -36.5% |
| YTD | +27.7% | +2.3% | +25.4% | +23.9% |
| 1Y | +21.3% | +7.9% | +13.4% | +16.2% |
| All | +21.3% | +2.9% | +18.4% | +16.2% |
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