+147.0%
NOK vs Z
-18.1%
+165.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.6% |
| 7D | +5.4% | +0.8% | +4.5% | +5.3% |
| 30D | -14.1% | +5.2% | -19.3% | -14.4% |
| 3M | -23.6% | -17.0% | -6.5% | -23.1% |
| 6M | -45.1% | -22.7% | -22.5% | -44.4% |
| YTD | +24.7% | -56.3% | +81.0% | +33.7% |
| 1Y | +19.0% | -57.7% | +76.7% | +28.0% |
| 3Y | +147.0% | -16.5% | +163.6% | +125.2% |
| All | +147.0% | -18.1% | +165.1% | +125.2% |
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 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