+110.0%
NOK vs LIN
+424.3%
-314.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.2% |
| 7D | -10.5% | +0.2% | -10.7% | -10.7% |
| 30D | -27.9% | +6.5% | -34.3% | -30.4% |
| 3M | -18.8% | +5.5% | -24.2% | -21.5% |
| 6M | -41.9% | +3.3% | -45.3% | -43.4% |
| YTD | +18.4% | +22.0% | -3.6% | +6.0% |
| 1Y | +10.9% | +25.7% | -14.9% | -2.4% |
| 3Y | +137.9% | +36.2% | +101.6% | +99.1% |
| 5Y | +47.8% | +66.1% | -18.3% | +10.3% |
| All | +110.0% | +424.3% | -314.2% | -6.0% |
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