-3.9%
NOK vs EXPE
+723.5%
-727.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.2% |
| 7D | +5.4% | -0.5% | +5.8% | +5.5% |
| 30D | -14.1% | -6.1% | -8.1% | -13.5% |
| 3M | -23.6% | -21.3% | -2.3% | -20.0% |
| 6M | -45.1% | +19.0% | -64.1% | -49.0% |
| YTD | +24.7% | -8.4% | +33.2% | +21.6% |
| 1Y | +19.0% | -2.8% | +21.8% | +13.9% |
| 3Y | +147.0% | +120.8% | +26.3% | +78.5% |
| 5Y | +58.2% | +46.2% | +12.0% | +22.7% |
| 10Y | +122.3% | +123.8% | -1.6% | +33.9% |
| All | -3.9% | +723.5% | -727.4% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling