-50.9%
NOK vs UMC
+292.9%
-343.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.2% |
| 7D | +9.3% | +13.6% | -4.3% | +5.0% |
| 30D | +17.9% | +20.8% | -2.9% | +10.9% |
| 3M | -22.3% | +16.1% | -38.5% | -26.4% |
| 6M | +36.4% | +137.3% | -100.9% | +2.0% |
| YTD | +66.3% | +193.8% | -127.4% | +14.7% |
| 1Y | +134.4% | +236.1% | -101.7% | +54.3% |
| 3Y | +186.6% | +267.1% | -80.5% | +78.8% |
| 5Y | +102.7% | +145.3% | -42.6% | +39.4% |
| 10Y | +129.8% | +1,857.3% | -1,727.5% | -32.0% |
| All | -50.9% | +292.9% | -343.8% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling