+45.5%
NOK vs URI
+166.6%
-121.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -10.5% | -9.8% | -0.7% | -7.6% |
| 30D | -27.9% | +1.7% | -29.6% | -28.2% |
| 3M | -18.8% | -9.1% | -9.7% | -16.5% |
| 6M | -41.9% | +9.9% | -51.8% | -43.6% |
| YTD | +18.4% | +31.2% | -12.8% | +7.5% |
| 1Y | +10.9% | +25.9% | -15.1% | +2.0% |
| 3Y | +137.9% | +147.4% | -9.5% | +56.5% |
| All | +45.5% | +166.6% | -121.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 5y: compounded portfolio wealth divided by compounded URI 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…
5y analysis · Full analysis span regression · 6 months rolling