+132.0%
NOK vs ALLE
-8.3%
+140.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.1% |
| 7D | +7.3% | +2.8% | +4.5% | +7.5% |
| 30D | +13.8% | -7.6% | +21.4% | +12.9% |
| 3M | -27.0% | +22.8% | -49.8% | -26.0% |
| 6M | +37.6% | +4.6% | +33.0% | +40.0% |
| YTD | +64.6% | -1.2% | +65.8% | +66.9% |
| 1Y | +132.0% | -9.1% | +141.2% | +129.4% |
| All | +132.0% | -8.3% | +140.3% | +129.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling