+169.8%
NOK vs USB
+95.2%
+74.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.7% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +4.7% | -1.3% | +6.0% | +5.1% |
| 3M | -39.7% | +15.2% | -54.9% | -42.0% |
| 6M | +23.1% | +18.8% | +4.2% | +17.1% |
| YTD | +55.0% | +21.0% | +34.0% | +46.2% |
| 1Y | +118.0% | +34.0% | +84.0% | +98.9% |
| All | +169.8% | +95.2% | +74.7% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling