+45.5%
NOK vs ALLE
+49.9%
-4.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | -10.5% | -0.6% | -10.0% | -10.4% |
| 30D | -27.9% | +25.3% | -53.2% | -32.8% |
| 3M | -18.8% | +10.3% | -29.1% | -21.2% |
| 6M | -41.9% | +38.0% | -80.0% | -48.2% |
| YTD | +18.4% | +17.8% | +0.6% | +11.2% |
| 1Y | +10.9% | +13.6% | -2.7% | +5.6% |
| 3Y | +137.9% | +89.2% | +48.7% | +71.8% |
| All | +45.5% | +49.9% | -4.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling