+1,578.5%
NOK vs USB
+4,049.0%
-2,470.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | -1.8% | +1.4% | -3.2% | -2.4% |
| 30D | +4.7% | -1.3% | +6.0% | +5.2% |
| 3M | -39.7% | +15.2% | -54.9% | -43.2% |
| 6M | +23.1% | +18.8% | +4.2% | +14.1% |
| YTD | +55.0% | +21.0% | +34.0% | +42.1% |
| 1Y | +118.0% | +34.0% | +84.0% | +90.8% |
| 3Y | +170.5% | +95.3% | +75.2% | +97.2% |
| 5Y | +84.9% | +40.4% | +44.5% | +50.8% |
| 10Y | +112.0% | +107.3% | +4.7% | +35.1% |
| All | +1,578.5% | +4,049.0% | -2,470.4% | +147.0% |
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 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