+78.5%
SPY vs NOK
+185.1%
-106.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.3% |
| 7D | +0.5% | +7.3% | -6.7% | -0.3% |
| 30D | -0.9% | +13.8% | -14.7% | -2.6% |
| 3M | +3.9% | -27.0% | +30.9% | +7.3% |
| 6M | +14.5% | +37.6% | -23.1% | +7.7% |
| YTD | +12.9% | +64.6% | -51.7% | +3.4% |
| 1Y | +19.4% | +132.0% | -112.7% | +1.9% |
| 3Y | +78.5% | +183.7% | -105.2% | +52.6% |
| All | +78.5% | +185.1% | -106.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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