+1,578.5%
NOK vs LIN
+8,201.8%
-6,623.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +3.1% |
| 7D | -1.8% | -2.1% | +0.4% | -0.8% |
| 30D | +4.7% | -2.4% | +7.1% | +5.7% |
| 3M | -39.7% | -5.6% | -34.1% | -38.4% |
| 6M | +23.1% | -3.4% | +26.5% | +24.7% |
| YTD | +55.0% | +13.1% | +41.9% | +45.5% |
| 1Y | +118.0% | +2.5% | +115.6% | +113.9% |
| 3Y | +170.5% | +27.6% | +142.9% | +137.4% |
| 5Y | +84.9% | +63.0% | +21.8% | +43.7% |
| 10Y | +112.0% | +359.3% | -247.3% | -2.7% |
| All | +1,578.5% | +8,201.8% | -6,623.3% | +274.7% |
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 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