+67.9%
NOK vs EXR
+2,662.2%
-2,594.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | -1.8% | -2.6% | +0.8% | -0.9% |
| 30D | +4.7% | -7.2% | +11.9% | +7.5% |
| 3M | -39.7% | -3.5% | -36.2% | -39.3% |
| 6M | +23.1% | -5.3% | +28.4% | +24.4% |
| YTD | +55.0% | +9.4% | +45.7% | +48.2% |
| 1Y | +118.0% | +1.3% | +116.7% | +113.6% |
| 3Y | +170.5% | +22.4% | +148.1% | +141.1% |
| 5Y | +84.9% | -12.2% | +97.1% | +81.9% |
| 10Y | +112.0% | +148.6% | -36.6% | +32.7% |
| All | +67.9% | +2,662.2% | -2,594.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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