+127.9%
NOK vs URA
+266.3%
-138.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | +5.4% | -1.5% | +6.9% | +5.9% |
| 30D | -14.1% | -10.4% | -3.7% | -10.8% |
| 3M | -23.6% | -29.6% | +6.1% | -14.5% |
| 6M | -45.1% | -40.3% | -4.9% | -35.6% |
| YTD | +24.7% | -25.5% | +50.2% | +35.7% |
| 1Y | +19.0% | -26.4% | +45.4% | +29.5% |
| 3Y | +147.0% | +31.4% | +115.6% | +119.3% |
| 5Y | +58.2% | +28.6% | +29.6% | +35.6% |
| All | +127.9% | +266.3% | -138.3% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling