+76.4%
NOK vs STLA
+263.8%
-187.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | -1.8% | +2.6% | -4.3% | -2.4% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | -39.7% | -24.8% | -14.9% | -35.7% |
| 6M | +23.1% | -25.6% | +48.6% | +30.6% |
| YTD | +55.0% | -48.9% | +104.0% | +76.9% |
| 1Y | +118.0% | -38.8% | +156.8% | +136.1% |
| 3Y | +170.5% | -64.5% | +235.0% | +224.6% |
| 5Y | +84.9% | -62.4% | +147.3% | +114.9% |
| 10Y | +112.0% | +55.4% | +56.6% | +71.7% |
| All | +76.4% | +263.8% | -187.4% | +19.0% |
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 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