+381.6%
NOK vs URI
+7,134.6%
-6,753.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.2% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | +4.7% | -12.9% | +17.6% | +8.4% |
| 3M | -39.7% | -6.7% | -32.9% | -38.7% |
| 6M | +23.1% | +19.0% | +4.1% | +16.5% |
| YTD | +55.0% | +25.5% | +29.5% | +44.1% |
| 1Y | +118.0% | +5.5% | +112.5% | +110.8% |
| 3Y | +170.5% | +111.3% | +59.2% | +111.6% |
| 5Y | +84.9% | +198.6% | -113.7% | +29.7% |
| 10Y | +112.0% | +1,179.9% | -1,067.9% | -8.7% |
| All | +381.6% | +7,134.6% | -6,753.0% | -24.2% |
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