-10.7%
NOK vs UUUU
-92.0%
+81.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +9.3% | +1.8% | +7.5% | +9.2% |
| 30D | +17.9% | +1.8% | +16.0% | +17.6% |
| 3M | -22.3% | +1.3% | -23.6% | -22.5% |
| 6M | +36.4% | -26.8% | +63.1% | +38.9% |
| YTD | +66.3% | +0.1% | +66.2% | +64.0% |
| 1Y | +134.4% | +11.2% | +123.2% | +126.8% |
| 3Y | +186.6% | +97.7% | +88.9% | +156.5% |
| 5Y | +102.7% | +127.3% | -24.7% | +74.5% |
| 10Y | +129.8% | +532.6% | -402.8% | +70.3% |
| All | -10.7% | -92.0% | +81.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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