+184.5%
NOK vs STLA
-66.8%
+251.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | +9.3% | +0.4% | +9.0% | +9.2% |
| 30D | +17.9% | -5.2% | +23.1% | +18.7% |
| 3M | -22.3% | -24.9% | +2.5% | -18.4% |
| 6M | +36.4% | -25.2% | +61.6% | +42.6% |
| YTD | +66.3% | -51.4% | +117.7% | +86.5% |
| 1Y | +134.4% | -40.7% | +175.1% | +148.7% |
| All | +184.5% | -66.8% | +251.3% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling