+133.9%
NOK vs URA
+272.2%
-138.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.7% |
| 7D | +11.0% | +4.5% | +6.5% | +9.5% |
| 30D | -16.0% | -13.4% | -2.6% | -11.8% |
| 3M | -19.8% | -28.4% | +8.6% | -10.8% |
| 6M | -37.1% | -40.5% | +3.3% | -26.3% |
| YTD | +28.0% | -24.3% | +52.2% | +38.5% |
| 1Y | +17.9% | -28.8% | +46.8% | +29.4% |
| 3Y | +152.7% | +37.6% | +115.1% | +121.1% |
| 5Y | +62.3% | +30.7% | +31.6% | +38.4% |
| All | +133.9% | +272.2% | -138.4% | +33.7% |
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