+45.5%
NOK vs LIN
+64.4%
-18.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.3% |
| 7D | -10.5% | +0.2% | -10.7% | -10.7% |
| 30D | -27.9% | +6.5% | -34.3% | -30.7% |
| 3M | -18.8% | +5.5% | -24.2% | -21.8% |
| 6M | -41.9% | +3.3% | -45.3% | -43.7% |
| YTD | +18.4% | +22.0% | -3.6% | +3.9% |
| 1Y | +10.9% | +25.7% | -14.9% | -4.6% |
| 3Y | +137.9% | +36.2% | +101.6% | +90.5% |
| All | +45.5% | +64.4% | -18.9% | -0.8% |
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