+1,181.9%
NOK vs ES
+873.6%
+308.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.7% |
| 7D | -10.5% | +1.9% | -12.4% | -11.2% |
| 30D | -27.9% | +7.1% | -34.9% | -29.9% |
| 3M | -18.8% | -1.9% | -16.8% | -18.7% |
| 6M | -41.9% | +4.4% | -46.3% | -43.5% |
| YTD | +18.4% | +7.3% | +11.1% | +13.5% |
| 1Y | +10.9% | +2.1% | +8.7% | +8.1% |
| 3Y | +137.9% | +41.8% | +96.0% | +102.8% |
| 5Y | +47.8% | +1.4% | +46.3% | +40.3% |
| 10Y | +116.4% | +86.8% | +29.6% | +56.5% |
| All | +1,181.9% | +873.6% | +308.3% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling