+132.5%
NOK vs LIN
+418.8%
-286.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +2.2% | +0.3% | +1.8% | +2.1% |
| 30D | -14.7% | +8.0% | -22.8% | -18.3% |
| 3M | -10.6% | +7.7% | -18.3% | -14.4% |
| 6M | -39.4% | +5.1% | -44.4% | -41.5% |
| YTD | +30.4% | +24.7% | +5.7% | +15.6% |
| 1Y | +22.3% | +25.1% | -2.8% | +8.1% |
| 3Y | +157.6% | +36.8% | +120.8% | +115.4% |
| 5Y | +64.6% | +67.9% | -3.3% | +22.2% |
| 10Y | +132.5% | +427.2% | -294.7% | +3.9% |
| All | +132.5% | +418.8% | -286.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling