+33.4%
NOK vs ALLE
+327.3%
-293.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | -10.5% | -0.6% | -10.0% | -10.3% |
| 30D | -27.9% | +25.3% | -53.2% | -34.5% |
| 3M | -18.8% | +10.3% | -29.1% | -22.5% |
| 6M | -41.9% | +38.0% | -80.0% | -50.0% |
| YTD | +18.4% | +17.8% | +0.6% | +8.1% |
| 1Y | +10.9% | +13.6% | -2.7% | +2.7% |
| 3Y | +137.9% | +89.2% | +48.7% | +70.4% |
| 5Y | +47.8% | +51.1% | -3.3% | +14.9% |
| 10Y | +116.4% | +228.1% | -111.8% | +10.5% |
| All | +33.4% | +327.3% | -293.9% | -42.1% |
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 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