+183.7%
NOK vs EXPE
+162.6%
+21.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.9% | +14.1% | +6.8% |
| 7D | +7.3% | -9.8% | +17.0% | +8.0% |
| 30D | +13.8% | -11.5% | +25.3% | +14.7% |
| 3M | -27.0% | +21.7% | -48.7% | -29.0% |
| 6M | +37.6% | +10.4% | +27.2% | +34.9% |
| YTD | +64.6% | -2.5% | +67.1% | +63.8% |
| 1Y | +132.0% | +27.3% | +104.7% | +119.5% |
| 3Y | +183.7% | +153.5% | +30.1% | +123.1% |
| All | +183.7% | +162.6% | +21.0% | +123.1% |
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