+74.7%
NOK vs ALLE
+260.9%
-186.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | -39.7% | +21.0% | -60.7% | -44.7% |
| 6M | +23.1% | +1.1% | +22.0% | +21.1% |
| YTD | +55.0% | -0.5% | +55.6% | +52.5% |
| 1Y | +118.0% | -7.3% | +125.3% | +120.3% |
| 3Y | +170.5% | +42.3% | +128.2% | +120.2% |
| 5Y | +84.9% | +13.5% | +71.4% | +62.8% |
| 10Y | +112.0% | +144.0% | -32.1% | +24.4% |
| All | +74.7% | +260.9% | -186.1% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling