+50.0%
NOK vs URA
-31.1%
+81.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | -1.8% | +1.1% | -2.8% | -2.2% |
| 30D | +4.7% | +7.4% | -2.7% | +2.0% |
| 3M | -39.7% | -8.4% | -31.3% | -37.6% |
| 6M | +23.1% | -12.7% | +35.8% | +28.1% |
| YTD | +55.0% | +7.8% | +47.2% | +48.5% |
| 1Y | +118.0% | +19.5% | +98.6% | +99.9% |
| 3Y | +170.5% | +116.4% | +54.1% | +89.4% |
| 5Y | +84.9% | +134.3% | -49.4% | +18.0% |
| 10Y | +112.0% | +359.3% | -247.3% | -7.9% |
| All | +50.0% | -31.1% | +81.1% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling