+138.6%
NOK vs Z
-2.5%
+141.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +4.3% |
| 7D | +11.0% | -6.0% | +17.0% | +11.7% |
| 30D | +7.8% | -2.3% | +10.1% | +7.9% |
| 3M | -21.0% | -0.6% | -20.4% | -21.5% |
| 6M | +40.9% | -27.6% | +68.5% | +45.4% |
| YTD | +72.0% | -52.4% | +124.4% | +87.0% |
| 1Y | +140.9% | -63.6% | +204.5% | +171.2% |
| 3Y | +194.3% | -36.4% | +230.6% | +197.8% |
| 5Y | +112.5% | -64.6% | +177.1% | +120.3% |
| All | +138.6% | -2.5% | +141.0% | +76.5% |
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