+134.4%
NOK vs STLD
+80.8%
+53.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +9.3% | -2.8% | +12.2% | +10.4% |
| 30D | +17.9% | -10.4% | +28.2% | +22.4% |
| 3M | -22.3% | -10.6% | -11.7% | -18.9% |
| 6M | +36.4% | +32.7% | +3.7% | +24.6% |
| YTD | +66.3% | +42.8% | +23.5% | +50.6% |
| 1Y | +134.4% | +86.9% | +47.5% | +105.3% |
| All | +134.4% | +80.8% | +53.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling