+167.1%
NOK vs STRL
+511.6%
-344.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +1.7% |
| 7D | -1.8% | +3.4% | -5.2% | -2.3% |
| 30D | +4.7% | -9.2% | +13.9% | +6.3% |
| 3M | -39.7% | -51.0% | +11.4% | -33.4% |
| 6M | +23.1% | +15.8% | +7.3% | +22.0% |
| YTD | +55.0% | +58.9% | -3.8% | +48.2% |
| 1Y | +118.0% | +68.5% | +49.5% | +107.0% |
| All | +167.1% | +511.6% | -344.4% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling