+135.4%
NOK vs STRL
+70.2%
+65.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +9.3% | +8.2% | +1.1% | +7.4% |
| 30D | +17.9% | -6.3% | +24.2% | +19.6% |
| 3M | -22.3% | -41.2% | +18.9% | -13.9% |
| 6M | +36.4% | +20.4% | +16.0% | +34.1% |
| YTD | +66.3% | +61.7% | +4.6% | +53.1% |
| All | +135.4% | +70.2% | +65.3% | +114.5% |
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