+115.1%
NOK vs ZBRA
-40.4%
+155.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.3% |
| 7D | +11.0% | -3.4% | +14.4% | +11.9% |
| 30D | +7.8% | -7.4% | +15.2% | +9.9% |
| 3M | -21.0% | +57.5% | -78.5% | -30.4% |
| 6M | +40.9% | +64.0% | -23.1% | +22.6% |
| YTD | +72.0% | +44.3% | +27.7% | +53.2% |
| 1Y | +140.9% | +10.9% | +130.0% | +128.3% |
| 3Y | +194.3% | +37.5% | +156.7% | +146.6% |
| All | +115.1% | -40.4% | +155.5% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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