+58.2%
NOK vs ESI
+200.4%
-142.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.2% |
| 7D | +11.0% | +8.3% | +2.7% | +8.4% |
| 30D | -16.0% | -10.4% | -5.6% | -12.7% |
| 3M | -19.8% | -13.2% | -6.6% | -15.8% |
| 6M | -37.1% | -23.9% | -13.3% | -31.2% |
| YTD | +28.0% | +34.2% | -6.2% | +20.5% |
| 1Y | +17.9% | +22.2% | -4.3% | +13.6% |
| 3Y | +152.7% | +79.2% | +73.5% | +115.6% |
| 5Y | +62.3% | +38.1% | +24.2% | +46.0% |
| 10Y | +128.1% | +323.6% | -195.5% | +55.8% |
| All | +58.2% | +200.4% | -142.2% | +16.1% |
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