+43.9%
NOK vs USB
+22.2%
+21.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.1% | -7.6% | -9.0% |
| 7D | -19.9% | -1.5% | -18.4% | -19.4% |
| 30D | -32.0% | +4.3% | -36.3% | -33.0% |
| 3M | -22.1% | -6.1% | -16.1% | -20.6% |
| 6M | -44.4% | +9.4% | -53.8% | -46.5% |
| YTD | +15.3% | +15.2% | +0.1% | +8.6% |
| 1Y | +8.9% | +32.8% | -23.8% | -2.8% |
| 3Y | +129.7% | +91.3% | +38.4% | +72.9% |
| 5Y | +43.9% | +22.7% | +21.3% | +29.0% |
| All | +43.9% | +22.2% | +21.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling