+130.6%
NOK vs STRL
+6,993.8%
-6,863.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +9.3% | +8.2% | +1.1% | +7.9% |
| 30D | +17.9% | -6.3% | +24.2% | +19.2% |
| 3M | -22.3% | -41.2% | +18.9% | -15.6% |
| 6M | +36.4% | +20.4% | +16.0% | +30.5% |
| YTD | +66.3% | +61.7% | +4.6% | +51.6% |
| 1Y | +134.4% | +72.7% | +61.7% | +110.0% |
| 3Y | +186.6% | +530.9% | -344.3% | +97.7% |
| 5Y | +102.7% | +2,125.4% | -2,022.7% | +9.4% |
| All | +130.6% | +6,993.8% | -6,863.2% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling