+86.7%
NOK vs STLD
+292.4%
-205.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.8% |
| 6M | +23.1% | +25.5% | -2.4% | +16.2% |
| YTD | +55.0% | +43.6% | +11.4% | +41.6% |
| 1Y | +118.0% | +87.2% | +30.9% | +87.3% |
| 3Y | +170.5% | +135.2% | +35.3% | +114.6% |
| All | +86.7% | +292.4% | -205.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling