+118.0%
NOK vs URA
+17.2%
+100.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | -1.8% | +1.1% | -2.8% | -2.2% |
| 30D | +4.7% | +7.4% | -2.7% | +1.6% |
| 3M | -39.7% | -8.4% | -31.3% | -38.3% |
| 6M | +23.1% | -12.7% | +35.8% | +26.2% |
| YTD | +55.0% | +7.8% | +47.2% | +46.6% |
| 1Y | +118.0% | +19.5% | +98.6% | +114.0% |
| All | +118.0% | +17.2% | +100.8% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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