+45.6%
NOK vs STLA
+152.6%
-107.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -0.5% |
| 7D | +11.0% | -13.1% | +24.1% | +14.5% |
| 30D | -16.0% | -13.3% | -2.8% | -13.5% |
| 3M | -19.8% | -27.9% | +8.1% | -14.1% |
| 6M | -37.1% | -47.8% | +10.7% | -27.6% |
| YTD | +28.0% | -64.6% | +92.5% | +58.0% |
| 1Y | +17.9% | -64.0% | +81.9% | +44.6% |
| 3Y | +152.7% | -76.8% | +229.6% | +233.5% |
| 5Y | +62.3% | -74.2% | +136.4% | +104.8% |
| 10Y | +128.1% | -5.4% | +133.4% | +105.5% |
| All | +45.6% | +152.6% | -107.0% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling