+184.3%
NOK vs EXE
+192.2%
-7.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +7.3% | -1.8% | +9.0% | +7.6% |
| 30D | +13.8% | +6.4% | +7.4% | +12.5% |
| 3M | -27.0% | +9.2% | -36.3% | -28.2% |
| 6M | +37.6% | -7.0% | +44.6% | +38.8% |
| YTD | +64.6% | -9.5% | +74.1% | +66.4% |
| 1Y | +132.0% | +6.2% | +125.8% | +126.3% |
| 3Y | +183.7% | +20.7% | +162.9% | +165.5% |
| 5Y | +101.3% | +103.6% | -2.3% | +70.6% |
| All | +184.3% | +192.2% | -7.9% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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