+56.3%
NOK vs ESI
+197.1%
-140.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.7% | +5.2% |
| 7D | -1.4% | -3.5% | +2.0% | -0.2% |
| 30D | -21.0% | -9.3% | -11.8% | -18.3% |
| 3M | -12.6% | -12.8% | +0.2% | -8.3% |
| 6M | -36.2% | -24.6% | -11.6% | -29.9% |
| YTD | +26.4% | +32.7% | -6.3% | +19.4% |
| 1Y | +19.6% | +20.3% | -0.7% | +15.7% |
| 3Y | +152.6% | +80.2% | +72.4% | +115.3% |
| 5Y | +57.3% | +40.0% | +17.3% | +41.2% |
| 10Y | +123.8% | +310.8% | -187.0% | +53.8% |
| All | +56.3% | +197.1% | -140.9% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling