+21.3%
NOK vs STRL
-30.1%
+51.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.5% | +18.9% | +3.3% |
| 7D | -10.4% | -27.1% | +16.6% | -3.0% |
| 30D | -19.0% | -45.8% | +26.8% | -4.8% |
| 3M | -16.7% | -47.6% | +30.9% | -1.3% |
| 6M | -37.1% | -46.4% | +9.3% | -23.3% |
| YTD | +27.7% | -7.4% | +35.0% | +38.7% |
| 1Y | +21.3% | -25.9% | +47.1% | +36.0% |
| All | +21.3% | -30.1% | +51.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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