+127.6%
NOK vs STRL
+6,846.4%
-6,718.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +8.7% | +5.4% | +3.3% | +7.7% |
| 30D | +12.5% | -9.0% | +21.5% | +14.3% |
| 3M | -20.7% | -37.1% | +16.3% | -14.7% |
| 6M | +36.2% | +17.8% | +18.3% | +30.8% |
| YTD | +64.1% | +58.3% | +5.8% | +50.1% |
| 1Y | +132.4% | +61.0% | +71.4% | +110.5% |
| 3Y | +182.9% | +517.8% | -335.0% | +95.9% |
| 5Y | +102.8% | +2,119.0% | -2,016.2% | +9.5% |
| All | +127.6% | +6,846.4% | -6,718.8% | -7.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling