+137.9%
NOK vs STLD
+105.6%
+32.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -10.5% | -11.1% | +0.6% | -7.5% |
| 30D | -27.9% | -4.8% | -23.1% | -26.6% |
| 3M | -18.8% | -14.6% | -4.2% | -15.3% |
| 6M | -41.9% | -7.4% | -34.5% | -40.5% |
| YTD | +18.4% | +32.6% | -14.2% | +11.9% |
| 1Y | +10.9% | +47.3% | -36.5% | +2.5% |
| 3Y | +137.9% | +107.5% | +30.3% | +103.1% |
| All | +137.9% | +105.6% | +32.2% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling