+45.5%
NOK vs ES
+1.4%
+44.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.3% |
| 7D | -10.5% | +1.9% | -12.4% | -11.0% |
| 30D | -27.9% | +7.1% | -34.9% | -29.3% |
| 3M | -18.8% | -1.9% | -16.8% | -18.6% |
| 6M | -41.9% | +4.4% | -46.3% | -43.2% |
| YTD | +18.4% | +7.3% | +11.1% | +14.2% |
| 1Y | +10.9% | +2.1% | +8.7% | +8.8% |
| 3Y | +137.9% | +41.8% | +96.0% | +105.8% |
| All | +45.5% | +1.4% | +44.1% | +43.2% |
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