+101.3%
NOK vs ES
-2.9%
+104.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +7.3% | +1.4% | +5.8% | +6.9% |
| 30D | +13.8% | -1.2% | +14.9% | +14.1% |
| 3M | -27.0% | +5.0% | -32.0% | -28.4% |
| 6M | +37.6% | -2.8% | +40.4% | +37.8% |
| YTD | +64.6% | +8.6% | +56.0% | +58.8% |
| 1Y | +132.0% | +18.9% | +113.1% | +118.4% |
| 3Y | +183.7% | +32.1% | +151.5% | +152.3% |
| 5Y | +101.3% | -5.1% | +106.4% | +98.9% |
| All | +101.3% | -2.9% | +104.2% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling