+1,578.5%
NOK vs ECL
+7,441.6%
-5,863.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -1.8% | -2.6% | +0.8% | -0.4% |
| 30D | +4.7% | -2.2% | +6.9% | +5.6% |
| 3M | -39.7% | +10.1% | -49.8% | -43.4% |
| 6M | +23.1% | -5.7% | +28.8% | +25.1% |
| YTD | +55.0% | +7.0% | +48.1% | +46.7% |
| 1Y | +118.0% | +2.7% | +115.4% | +109.1% |
| 3Y | +170.5% | +57.7% | +112.8% | +100.8% |
| 5Y | +84.9% | +31.1% | +53.7% | +48.9% |
| 10Y | +112.0% | +150.9% | -38.9% | +9.6% |
| All | +1,578.5% | +7,441.6% | -5,863.1% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling