+2,934.4%
SPY vs NOK
+1,614.1%
+1,320.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -0.9% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +0.1% | +4.7% | -4.6% | -1.1% |
| 3M | +2.0% | -39.7% | +41.6% | +12.1% |
| 6M | +13.0% | +23.1% | -10.1% | +5.3% |
| YTD | +13.5% | +55.0% | -41.5% | +0.3% |
| 1Y | +20.0% | +118.0% | -98.1% | -2.6% |
| 3Y | +77.2% | +170.5% | -93.3% | +34.9% |
| 5Y | +81.9% | +84.9% | -3.0% | +49.0% |
| 10Y | +314.1% | +112.0% | +202.1% | +198.9% |
| All | +2,934.4% | +1,614.1% | +1,320.3% | +1,257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling