+123.8%
NOK vs ALLE
+233.6%
-109.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.8% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -21.0% | +26.6% | -47.7% | -27.9% |
| 3M | -12.6% | +13.2% | -25.8% | -17.0% |
| 6M | -36.2% | +42.9% | -79.1% | -45.0% |
| YTD | +26.4% | +21.0% | +5.4% | +15.3% |
| 1Y | +19.6% | +15.2% | +4.4% | +11.3% |
| 3Y | +152.6% | +95.6% | +57.0% | +81.8% |
| 5Y | +57.3% | +53.4% | +3.9% | +23.1% |
| 10Y | +123.8% | +221.5% | -97.7% | +34.8% |
| All | +123.8% | +233.6% | -109.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling