+133.9%
NOK vs ALLE
+208.6%
-74.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +11.0% | +1.6% | +9.4% | +10.4% |
| 30D | -16.0% | +24.1% | -40.1% | -22.8% |
| 3M | -19.8% | +14.8% | -34.6% | -24.2% |
| 6M | -37.1% | +45.9% | -83.0% | -46.3% |
| YTD | +28.0% | +20.7% | +7.2% | +16.8% |
| 1Y | +17.9% | +14.2% | +3.8% | +10.1% |
| 3Y | +152.7% | +90.7% | +62.0% | +83.9% |
| 5Y | +62.3% | +50.6% | +11.7% | +28.0% |
| All | +133.9% | +208.6% | -74.7% | +46.4% |
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