+1,148.4%
NOK vs LIN
+8,960.8%
-7,812.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.7% | -9.0% | -9.4% |
| 7D | -19.9% | +3.6% | -23.5% | -21.3% |
| 30D | -32.0% | +6.4% | -38.4% | -34.2% |
| 3M | -22.1% | +6.5% | -28.6% | -24.9% |
| 6M | -44.4% | +4.9% | -49.3% | -46.2% |
| YTD | +15.3% | +23.4% | -8.1% | +3.3% |
| 1Y | +8.9% | +26.3% | -17.4% | -3.6% |
| 3Y | +129.7% | +38.0% | +91.7% | +93.4% |
| 5Y | +43.9% | +68.0% | -24.1% | +9.8% |
| 10Y | +110.7% | +437.1% | -326.4% | -10.6% |
| All | +1,148.4% | +8,960.8% | -7,812.4% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling