+86.1%
NOK vs Z
+25.1%
+61.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.9% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | +4.7% | -4.2% | +8.9% | +5.0% |
| 3M | -39.7% | -3.7% | -35.9% | -39.7% |
| 6M | +23.1% | -24.5% | +47.6% | +26.5% |
| YTD | +55.0% | -49.3% | +104.3% | +67.7% |
| 1Y | +118.0% | -58.7% | +176.7% | +142.0% |
| 3Y | +170.5% | -34.1% | +204.6% | +172.9% |
| 5Y | +84.9% | -64.5% | +149.4% | +92.7% |
| 10Y | +112.0% | -0.5% | +112.5% | +59.9% |
| All | +86.1% | +25.1% | +61.0% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling