+86.7%
NOK vs LIN
+61.6%
+25.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +3.2% |
| 7D | -1.8% | -2.1% | +0.4% | -0.6% |
| 30D | +4.7% | -2.4% | +7.1% | +5.9% |
| 3M | -39.7% | -5.6% | -34.1% | -38.2% |
| 6M | +23.1% | -3.4% | +26.5% | +24.8% |
| YTD | +55.0% | +13.1% | +41.9% | +42.8% |
| 1Y | +118.0% | +2.5% | +115.6% | +112.9% |
| 3Y | +170.5% | +27.6% | +142.9% | +126.0% |
| All | +86.7% | +61.6% | +25.2% | +28.2% |
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