+61.1%
NOK vs LIN
+65.3%
-4.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -2.7% | +2.0% | -4.7% | -3.8% |
| 30D | -20.4% | +7.9% | -28.2% | -24.0% |
| 3M | -9.6% | +6.3% | -15.9% | -13.3% |
| 6M | -35.6% | +6.5% | -42.1% | -38.7% |
| YTD | +27.5% | +23.6% | +3.9% | +11.2% |
| 1Y | +18.4% | +25.7% | -7.4% | +2.0% |
| 3Y | +151.8% | +35.6% | +116.2% | +102.8% |
| 5Y | +61.1% | +65.9% | -4.7% | +8.7% |
| All | +61.1% | +65.3% | -4.2% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling