+140.9%
NOK vs ECL
+3.7%
+137.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +5.4% |
| 7D | +11.0% | -1.1% | +12.1% | +10.5% |
| 30D | +7.8% | -0.8% | +8.7% | +7.6% |
| 3M | -21.0% | +5.0% | -26.1% | -20.0% |
| 6M | +40.9% | +0.2% | +40.6% | +41.5% |
| YTD | +72.0% | +5.8% | +66.3% | +81.3% |
| 1Y | +140.9% | +1.5% | +139.4% | +139.4% |
| All | +140.9% | +3.7% | +137.2% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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