+102.8%
NOK vs USFR
+20.4%
+82.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | +12.5% | +0.3% | +12.2% | +12.2% |
| 3M | -20.7% | +1.0% | -21.7% | -21.6% |
| 6M | +36.2% | +1.9% | +34.2% | +31.8% |
| YTD | +64.1% | +2.7% | +61.5% | +55.7% |
| 1Y | +132.4% | +4.0% | +128.4% | +111.9% |
| 3Y | +182.9% | +14.1% | +168.8% | +103.6% |
| 5Y | +102.8% | +20.5% | +82.3% | +38.5% |
| All | +102.8% | +20.4% | +82.4% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling