+122.8%
NOK vs USFR
+27.6%
+95.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | +17.9% | +0.3% | +17.6% | +17.7% |
| 3M | -22.3% | +1.0% | -23.3% | -22.6% |
| 6M | +36.4% | +1.9% | +34.4% | +35.3% |
| YTD | +66.3% | +2.7% | +63.7% | +64.5% |
| 1Y | +134.4% | +4.0% | +130.4% | +130.7% |
| 3Y | +186.6% | +14.0% | +172.6% | +172.0% |
| 5Y | +102.7% | +20.4% | +82.3% | +88.8% |
| 10Y | +129.8% | +28.0% | +101.8% | +111.1% |
| All | +122.8% | +27.6% | +95.2% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling