+1,250.5%
NOK vs ECL
+8,273.7%
-7,023.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.4% |
| 7D | +5.4% | +2.9% | +2.5% | +3.8% |
| 30D | -14.1% | +7.5% | -21.6% | -17.6% |
| 3M | -23.6% | +12.2% | -35.8% | -28.5% |
| 6M | -45.1% | +24.6% | -69.7% | -52.1% |
| YTD | +24.7% | +18.8% | +6.0% | +11.2% |
| 1Y | +19.0% | +19.3% | -0.3% | +5.6% |
| 3Y | +147.0% | +78.2% | +68.8% | +71.3% |
| 5Y | +58.2% | +38.8% | +19.4% | +23.7% |
| 10Y | +122.3% | +197.8% | -75.6% | +4.1% |
| All | +1,250.5% | +8,273.7% | -7,023.2% | +83.5% |
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