+10.9%
NOK vs LIN
+25.4%
-14.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -10.5% | +0.2% | -10.7% | -10.5% |
| 30D | -27.9% | +6.5% | -34.3% | -29.2% |
| 3M | -18.8% | +5.5% | -24.2% | -20.0% |
| 6M | -41.9% | +3.3% | -45.3% | -42.9% |
| YTD | +18.4% | +22.0% | -3.6% | +12.8% |
| 1Y | +10.9% | +25.7% | -14.9% | +5.1% |
| All | +10.9% | +25.4% | -14.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling