+105.5%
NOK vs EXPE
+87.4%
+18.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +9.3% | -11.5% | +20.9% | +11.5% |
| 30D | +17.9% | -13.1% | +30.9% | +20.4% |
| 3M | -22.3% | +18.1% | -40.5% | -25.5% |
| 6M | +36.4% | +13.3% | +23.1% | +31.1% |
| YTD | +66.3% | -3.2% | +69.5% | +63.7% |
| 1Y | +134.4% | +26.1% | +108.3% | +114.9% |
| 3Y | +186.6% | +151.7% | +34.9% | +109.6% |
| All | +105.5% | +87.4% | +18.1% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling