+267.8%
NOK vs URI
+7,462.1%
-7,194.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | -10.5% | -9.8% | -0.7% | -8.0% |
| 30D | -27.9% | +1.7% | -29.6% | -28.2% |
| 3M | -18.8% | -9.1% | -9.7% | -16.8% |
| 6M | -41.9% | +9.9% | -51.8% | -43.5% |
| YTD | +18.4% | +31.2% | -12.8% | +8.7% |
| 1Y | +10.9% | +25.9% | -15.1% | +2.9% |
| 3Y | +137.9% | +147.4% | -9.5% | +78.8% |
| 5Y | +47.8% | +179.7% | -132.0% | +5.6% |
| 10Y | +116.4% | +1,419.5% | -1,303.2% | -10.6% |
| All | +267.8% | +7,462.1% | -7,194.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling