+21.3%
NOK vs UMC
+112.5%
-91.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | -10.4% | -14.7% | +4.3% | -4.8% |
| 30D | -19.0% | -32.9% | +13.8% | -5.9% |
| 3M | -16.7% | -22.2% | +5.4% | -8.1% |
| 6M | -37.1% | +25.9% | -63.0% | -33.6% |
| YTD | +27.7% | +107.9% | -80.3% | +27.9% |
| 1Y | +21.3% | +115.0% | -93.7% | +21.5% |
| All | +21.3% | +112.5% | -91.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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