+147.0%
NOK vs EXEL
+230.5%
-83.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -14.1% | +13.1% | -27.3% | -15.0% |
| 3M | -23.6% | +36.3% | -59.9% | -25.8% |
| 6M | -45.1% | +34.5% | -79.7% | -46.8% |
| YTD | +24.7% | +57.4% | -32.7% | +19.0% |
| 1Y | +19.0% | +62.9% | -43.9% | +13.1% |
| 3Y | +147.0% | +229.5% | -82.5% | +120.9% |
| All | +147.0% | +230.5% | -83.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling