+1,578.5%
NOK vs ES
+878.9%
+699.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.9% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +4.7% | -2.0% | +6.7% | +5.4% |
| 3M | -39.7% | +1.7% | -41.3% | -40.4% |
| 6M | +23.1% | -3.5% | +26.6% | +23.6% |
| YTD | +55.0% | +7.9% | +47.1% | +49.1% |
| 1Y | +118.0% | +17.2% | +100.9% | +103.6% |
| 3Y | +170.5% | +29.3% | +141.2% | +139.1% |
| 5Y | +84.9% | -5.7% | +90.6% | +81.0% |
| 10Y | +112.0% | +85.2% | +26.8% | +54.5% |
| All | +1,578.5% | +878.9% | +699.6% | +610.5% |
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