+1,148.4%
NOK vs USB
+3,848.6%
-2,700.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.1% | -7.6% | -8.8% |
| 7D | -19.9% | -1.5% | -18.4% | -19.3% |
| 30D | -32.0% | +4.3% | -36.3% | -33.3% |
| 3M | -22.1% | -6.1% | -16.1% | -20.3% |
| 6M | -44.4% | +9.4% | -53.8% | -46.9% |
| YTD | +15.3% | +15.2% | +0.1% | +7.5% |
| 1Y | +8.9% | +32.8% | -23.8% | -4.4% |
| 3Y | +129.7% | +91.3% | +38.4% | +69.2% |
| 5Y | +43.9% | +22.7% | +21.3% | +24.0% |
| 10Y | +110.7% | +97.0% | +13.7% | +36.8% |
| All | +1,148.4% | +3,848.6% | -2,700.2% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling