+218.7%
NOK vs UMAC
+488.3%
-269.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | +8.7% | -4.0% | +12.7% | +8.8% |
| 30D | +12.5% | -9.4% | +21.9% | +12.7% |
| 3M | -20.7% | +3.0% | -23.7% | -21.1% |
| 6M | +36.2% | +27.2% | +9.0% | +34.6% |
| YTD | +64.1% | +84.7% | -20.6% | +61.4% |
| 1Y | +132.4% | +136.5% | -4.1% | +127.1% |
| All | +218.7% | +488.3% | -269.6% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling