+194.3%
NOK vs UMC
+261.2%
-66.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +4.1% |
| 7D | +11.0% | +9.0% | +2.0% | +8.2% |
| 30D | +7.8% | +17.2% | -9.4% | +2.7% |
| 3M | -21.0% | +11.4% | -32.4% | -23.1% |
| 6M | +40.9% | +137.5% | -96.6% | +17.2% |
| YTD | +72.0% | +193.1% | -121.1% | +35.4% |
| 1Y | +140.9% | +240.3% | -99.4% | +82.5% |
| 3Y | +194.3% | +262.2% | -67.9% | +110.4% |
| All | +194.3% | +261.2% | -66.9% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling