+102.7%
NOK vs Z
-65.8%
+168.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +9.3% | -7.1% | +16.4% | +10.2% |
| 30D | +17.9% | -4.8% | +22.6% | +18.2% |
| 3M | -22.3% | -9.3% | -13.0% | -21.8% |
| 6M | +36.4% | -29.0% | +65.3% | +41.4% |
| YTD | +66.3% | -52.9% | +119.2% | +82.5% |
| 1Y | +134.4% | -63.1% | +197.6% | +166.6% |
| 3Y | +186.6% | -36.9% | +223.5% | +188.4% |
| 5Y | +102.7% | -65.5% | +168.2% | +88.9% |
| All | +102.7% | -65.8% | +168.4% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling