+135.0%
NOK vs NXT
+178.8%
-43.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | +4.7% | -15.3% | +20.0% | +6.8% |
| 3M | -39.7% | -43.8% | +4.1% | -35.8% |
| 6M | +23.1% | -18.7% | +41.7% | +26.4% |
| YTD | +55.0% | -3.0% | +58.0% | +56.5% |
| 1Y | +118.0% | +22.7% | +95.3% | +115.0% |
| 3Y | +170.5% | +95.9% | +74.6% | +148.0% |
| All | +135.0% | +178.8% | -43.8% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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