-59.4%
NOK vs EXEL
+273.2%
-332.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -1.8% | +8.4% | -10.1% | -3.0% |
| 30D | +4.7% | +4.1% | +0.6% | +3.9% |
| 3M | -39.7% | +12.4% | -52.1% | -40.9% |
| 6M | +23.1% | +41.5% | -18.5% | +15.9% |
| YTD | +55.0% | +34.6% | +20.4% | +47.0% |
| 1Y | +118.0% | +57.9% | +60.2% | +101.2% |
| 3Y | +170.5% | +159.5% | +11.0% | +125.4% |
| 5Y | +84.9% | +198.5% | -113.6% | +48.7% |
| 10Y | +112.0% | +411.4% | -299.4% | +43.9% |
| All | -59.4% | +273.2% | -332.6% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling