+115.1%
NOK vs URI
+198.7%
-83.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -2.1% | +13.0% | +11.6% |
| 30D | +7.8% | -12.4% | +20.3% | +12.0% |
| 3M | -21.0% | -7.3% | -13.7% | -19.4% |
| 6M | +40.9% | +27.2% | +13.7% | +30.1% |
| YTD | +72.0% | +23.0% | +49.1% | +59.4% |
| 1Y | +140.9% | +3.9% | +137.0% | +133.1% |
| 3Y | +194.3% | +121.6% | +72.6% | +103.0% |
| All | +115.1% | +198.7% | -83.6% | +21.4% |
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