+165.2%
NOK vs STLD
+144.6%
+20.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.1% |
| 7D | -1.8% | +3.1% | -4.9% | -2.6% |
| 30D | +4.7% | -9.0% | +13.7% | +7.0% |
| 3M | -39.7% | -12.4% | -27.3% | -37.7% |
| 6M | +23.1% | +25.5% | -2.4% | +16.5% |
| YTD | +55.0% | +43.6% | +11.4% | +42.7% |
| 1Y | +118.0% | +87.2% | +30.9% | +90.3% |
| All | +165.2% | +144.6% | +20.6% | +112.4% |
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