+52.5%
V vs NOK
+185.1%
-132.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.0% |
| 7D | -1.1% | +7.3% | -8.3% | -1.4% |
| 30D | +1.9% | +13.8% | -11.9% | +1.3% |
| 3M | +15.5% | -27.0% | +42.5% | +17.4% |
| 6M | +16.6% | +37.6% | -21.0% | +10.3% |
| YTD | +5.7% | +64.6% | -58.9% | -1.8% |
| 1Y | +8.6% | +132.0% | -123.5% | -4.2% |
| 3Y | +52.5% | +183.7% | -131.1% | +34.0% |
| All | +52.5% | +185.1% | -132.6% | +34.0% |
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