+135.4%
NOK vs URA
+16.3%
+119.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.6% |
| 7D | +9.3% | +5.7% | +3.6% | +6.9% |
| 30D | +17.9% | +5.6% | +12.3% | +15.2% |
| 3M | -22.3% | +6.2% | -28.5% | -24.5% |
| 6M | +36.4% | -8.2% | +44.6% | +37.7% |
| YTD | +66.3% | +9.7% | +56.6% | +56.1% |
| All | +135.4% | +16.3% | +119.1% | +131.6% |
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