+122.4%
NOK vs ALLE
+148.2%
-25.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +7.3% | +2.8% | +4.5% | +6.1% |
| 30D | +13.8% | -7.6% | +21.4% | +17.1% |
| 3M | -27.0% | +22.8% | -49.8% | -33.3% |
| 6M | +37.6% | +4.6% | +33.0% | +33.6% |
| YTD | +64.6% | -1.2% | +65.8% | +62.6% |
| 1Y | +132.0% | -9.1% | +141.2% | +136.5% |
| 3Y | +183.7% | +50.0% | +133.7% | +126.8% |
| 5Y | +101.3% | +15.2% | +86.0% | +76.3% |
| 10Y | +122.4% | +151.1% | -28.7% | +36.6% |
| All | +122.4% | +148.2% | -25.9% | +36.6% |
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