+101.3%
NOK vs STRL
+2,093.0%
-1,991.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +5.6% |
| 7D | +7.3% | +10.1% | -2.9% | +5.4% |
| 30D | +13.8% | -8.2% | +22.0% | +15.5% |
| 3M | -27.0% | -43.7% | +16.7% | -20.0% |
| 6M | +37.6% | +27.1% | +10.5% | +31.8% |
| YTD | +64.6% | +64.0% | +0.6% | +51.1% |
| 1Y | +132.0% | +75.2% | +56.9% | +109.6% |
| 3Y | +183.7% | +539.9% | -356.3% | +91.1% |
| 5Y | +101.3% | +2,133.0% | -2,031.7% | -9.4% |
| All | +101.3% | +2,093.0% | -1,991.7% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling