+8.9%
NOK vs ESI
+14.8%
-5.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -8.0% | -1.7% | -4.1% |
| 7D | -19.9% | -13.1% | -6.8% | -11.5% |
| 30D | -32.0% | -18.5% | -13.5% | -21.3% |
| 3M | -22.1% | -19.6% | -2.5% | -9.1% |
| 6M | -44.4% | -29.8% | -14.6% | -29.9% |
| YTD | +15.3% | +23.9% | -8.6% | +22.0% |
| 1Y | +8.9% | +15.0% | -6.1% | +17.7% |
| All | +8.9% | +14.8% | -5.9% | +17.7% |
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