+118.0%
NOK vs UMC
+209.4%
-91.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +1.2% |
| 7D | -1.8% | +5.0% | -6.7% | -3.3% |
| 30D | +4.7% | +7.7% | -3.0% | +2.1% |
| 3M | -39.7% | +1.7% | -41.3% | -39.2% |
| 6M | +23.1% | +113.9% | -90.9% | +12.6% |
| YTD | +55.0% | +168.9% | -113.9% | +37.9% |
| 1Y | +118.0% | +207.2% | -89.2% | +93.8% |
| All | +118.0% | +209.4% | -91.4% | +93.8% |
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