+62.3%
NOK vs USB
+24.1%
+38.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +11.0% | +1.2% | +9.8% | +10.6% |
| 30D | -16.0% | +6.3% | -22.3% | -17.8% |
| 3M | -19.8% | -6.1% | -13.6% | -18.1% |
| 6M | -37.1% | +13.0% | -50.1% | -40.1% |
| YTD | +28.0% | +16.6% | +11.4% | +20.1% |
| 1Y | +17.9% | +31.1% | -13.2% | +5.8% |
| 3Y | +152.7% | +100.9% | +51.8% | +86.7% |
| 5Y | +62.3% | +24.5% | +37.8% | +45.8% |
| All | +62.3% | +24.1% | +38.2% | +45.8% |
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