+123.8%
NOK vs USB
+94.3%
+29.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +6.0% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -21.0% | +6.8% | -27.8% | -22.8% |
| 3M | -12.6% | -3.8% | -8.8% | -11.6% |
| 6M | -36.2% | +11.7% | -47.9% | -38.9% |
| YTD | +26.4% | +17.5% | +8.9% | +18.8% |
| 1Y | +19.6% | +33.8% | -14.2% | +7.4% |
| 3Y | +152.6% | +104.2% | +48.3% | +92.4% |
| 5Y | +57.3% | +26.4% | +30.9% | +37.9% |
| 10Y | +123.8% | +89.2% | +34.6% | +65.9% |
| All | +123.8% | +94.3% | +29.5% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling