+118.0%
NOK vs ESI
+44.5%
+73.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +1.1% |
| 7D | -1.8% | +3.3% | -5.1% | -3.5% |
| 30D | +4.7% | -5.9% | +10.6% | +8.2% |
| 3M | -39.7% | -14.1% | -25.6% | -34.2% |
| 6M | +23.1% | +6.6% | +16.5% | +28.5% |
| YTD | +55.0% | +45.0% | +10.0% | +53.2% |
| 1Y | +118.0% | +41.5% | +76.6% | +114.5% |
| All | +118.0% | +44.5% | +73.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling