+86.7%
NOK vs ALLE
+13.7%
+73.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | +4.7% | -6.8% | +11.5% | +7.0% |
| 3M | -39.7% | +21.0% | -60.7% | -43.9% |
| 6M | +23.1% | +1.1% | +22.0% | +22.0% |
| YTD | +55.0% | -0.5% | +55.6% | +53.5% |
| 1Y | +118.0% | -7.3% | +125.3% | +121.3% |
| 3Y | +170.5% | +42.3% | +128.2% | +119.6% |
| All | +86.7% | +13.7% | +73.0% | +49.1% |
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