+147.0%
NOK vs EXPE
+121.7%
+25.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.5% |
| 7D | +5.4% | -0.5% | +5.8% | +5.4% |
| 30D | -14.1% | -6.1% | -8.1% | -13.9% |
| 3M | -23.6% | -21.3% | -2.3% | -22.5% |
| 6M | -45.1% | +19.0% | -64.1% | -46.5% |
| YTD | +24.7% | -8.4% | +33.2% | +24.7% |
| 1Y | +19.0% | -2.8% | +21.8% | +17.8% |
| 3Y | +147.0% | +120.8% | +26.3% | +98.6% |
| All | +147.0% | +121.7% | +25.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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