+184.5%
NOK vs Z
-37.2%
+221.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +9.3% | -7.1% | +16.4% | +9.8% |
| 30D | +17.9% | -4.8% | +22.6% | +17.9% |
| 3M | -22.3% | -9.3% | -13.0% | -21.9% |
| 6M | +36.4% | -29.0% | +65.3% | +40.0% |
| YTD | +66.3% | -52.9% | +119.2% | +78.9% |
| 1Y | +134.4% | -63.1% | +197.6% | +160.5% |
| All | +184.5% | -37.2% | +221.7% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling