+91.6%
NOK vs ESI
+224.6%
-133.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +1.8% |
| 7D | -1.8% | +3.3% | -5.1% | -2.7% |
| 30D | +4.7% | -5.9% | +10.6% | +6.6% |
| 3M | -39.7% | -14.1% | -25.6% | -36.6% |
| 6M | +23.1% | +6.6% | +16.5% | +22.0% |
| YTD | +55.0% | +45.0% | +10.0% | +41.6% |
| 1Y | +118.0% | +41.5% | +76.6% | +99.5% |
| 3Y | +170.5% | +78.8% | +91.7% | +128.5% |
| 5Y | +84.9% | +70.9% | +14.0% | +56.3% |
| 10Y | +112.0% | +317.1% | -205.1% | +42.0% |
| All | +91.6% | +224.6% | -133.0% | +36.4% |
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