+102.9%
T vs NOK
+185.9%
-83.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.7% |
| 7D | -3.1% | +9.3% | -12.4% | -2.7% |
| 30D | +4.6% | +17.9% | -13.3% | +5.3% |
| 3M | +12.2% | -22.3% | +34.5% | +11.9% |
| 6M | -6.5% | +36.4% | -42.8% | -6.0% |
| YTD | +4.9% | +66.3% | -61.4% | +5.2% |
| 1Y | -10.5% | +134.4% | -144.9% | -10.7% |
| All | +102.9% | +185.9% | -83.0% | +105.3% |
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