+45.5%
NOK vs USB
+21.6%
+23.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -10.5% | 0.0% | -10.5% | -10.5% |
| 30D | -27.9% | +5.8% | -33.7% | -29.4% |
| 3M | -18.8% | -6.0% | -12.8% | -17.2% |
| 6M | -41.9% | +7.8% | -49.7% | -43.8% |
| YTD | +18.4% | +14.6% | +3.8% | +11.7% |
| 1Y | +10.9% | +31.8% | -20.9% | -0.8% |
| 3Y | +137.9% | +91.5% | +46.4% | +78.9% |
| All | +45.5% | +21.6% | +23.9% | +31.2% |
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