+133.9%
NOK vs Z
-19.3%
+153.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | +11.0% | -4.9% | +15.9% | +11.6% |
| 30D | -16.0% | +3.0% | -19.0% | -16.7% |
| 3M | -19.8% | -13.4% | -6.4% | -19.1% |
| 6M | -37.1% | -27.3% | -9.8% | -35.4% |
| YTD | +28.0% | -57.8% | +85.8% | +40.2% |
| 1Y | +17.9% | -60.0% | +78.0% | +30.1% |
| 3Y | +152.7% | -21.5% | +174.2% | +146.3% |
| 5Y | +62.3% | -55.0% | +117.2% | +64.3% |
| All | +133.9% | -19.3% | +153.1% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling