+140.9%
NOK vs USFR
+4.1%
+136.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +6.4% |
| 7D | +11.0% | +0.1% | +10.8% | +14.3% |
| 30D | +7.8% | +0.4% | +7.5% | +18.3% |
| 3M | -21.0% | +1.0% | -22.0% | +3.9% |
| 6M | +40.9% | +2.0% | +38.9% | +118.6% |
| YTD | +72.0% | +2.8% | +69.3% | +193.3% |
| 1Y | +140.9% | +4.1% | +136.8% | +383.2% |
| All | +140.9% | +4.1% | +136.8% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling