-39.4%
NOK vs LIN
+7.3%
-46.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.7% |
| 7D | +2.2% | +0.3% | +1.8% | +2.2% |
| 30D | -14.7% | +8.0% | -22.8% | -12.5% |
| 3M | -10.6% | +7.7% | -18.3% | -8.2% |
| 6M | -39.4% | +5.1% | -44.4% | -40.2% |
| All | -39.4% | +7.3% | -46.7% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling