+234.0%
NOK vs UMAC
+473.8%
-239.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +4.9% |
| 7D | +11.0% | -3.4% | +14.4% | +11.1% |
| 30D | +7.8% | -15.1% | +22.9% | +8.2% |
| 3M | -21.0% | -10.8% | -10.2% | -21.2% |
| 6M | +40.9% | +15.7% | +25.2% | +39.5% |
| YTD | +72.0% | +80.1% | -8.1% | +69.3% |
| 1Y | +140.9% | +116.7% | +24.2% | +135.7% |
| All | +234.0% | +473.8% | -239.8% | +229.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling