+127.9%
NOK vs Z
-16.5%
+144.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.9% |
| 7D | +5.4% | +0.8% | +4.5% | +5.2% |
| 30D | -14.1% | +5.2% | -19.3% | -15.1% |
| 3M | -23.6% | -17.0% | -6.5% | -22.5% |
| 6M | -45.1% | -22.7% | -22.5% | -44.1% |
| YTD | +24.7% | -56.3% | +81.0% | +36.1% |
| 1Y | +19.0% | -57.7% | +76.7% | +30.3% |
| 3Y | +147.0% | -16.5% | +163.6% | +138.8% |
| 5Y | +58.2% | -53.4% | +111.6% | +59.5% |
| All | +127.9% | -16.5% | +144.4% | +71.0% |
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