+1,578.5%
NOK vs EXC
+1,538.9%
+39.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +3.0% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | +4.7% | -3.7% | +8.4% | +5.9% |
| 3M | -39.7% | -1.3% | -38.4% | -39.8% |
| 6M | +23.1% | -9.7% | +32.8% | +26.0% |
| YTD | +55.0% | +2.9% | +52.1% | +51.9% |
| 1Y | +118.0% | +4.4% | +113.7% | +112.5% |
| 3Y | +170.5% | +22.2% | +148.3% | +147.8% |
| 5Y | +84.9% | +46.7% | +38.2% | +58.8% |
| 10Y | +112.0% | +155.3% | -43.4% | +47.8% |
| All | +1,578.5% | +1,538.9% | +39.6% | +881.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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