+23.4%
NOK vs URA
-50.4%
+73.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +6.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.6% |
| 30D | -20.4% | -14.8% | -5.6% | -15.2% |
| 3M | -9.6% | -25.3% | +15.7% | +0.8% |
| 6M | -35.6% | -39.9% | +4.3% | -22.4% |
| YTD | +27.5% | -22.4% | +49.9% | +38.2% |
| 1Y | +18.4% | -29.0% | +47.3% | +31.6% |
| 3Y | +151.8% | +41.0% | +110.8% | +108.4% |
| 5Y | +61.1% | +38.3% | +22.8% | +28.2% |
| 10Y | +123.7% | +276.1% | -152.4% | +3.6% |
| All | +23.4% | -50.4% | +73.8% | +30.6% |
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 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