+1,578.5%
NOK vs STRL
+13,320.4%
-11,741.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +2.3% |
| 7D | -1.8% | +3.4% | -5.2% | -2.0% |
| 30D | +4.7% | -9.2% | +13.9% | +5.3% |
| 3M | -39.7% | -51.0% | +11.4% | -37.1% |
| 6M | +23.1% | +15.8% | +7.3% | +21.4% |
| YTD | +55.0% | +58.9% | -3.8% | +50.0% |
| 1Y | +118.0% | +68.5% | +49.5% | +109.9% |
| 3Y | +170.5% | +485.2% | -314.7% | +139.8% |
| 5Y | +84.9% | +2,005.1% | -1,920.2% | +52.4% |
| 10Y | +112.0% | +7,118.0% | -7,006.0% | +61.3% |
| All | +1,578.5% | +13,320.4% | -11,741.9% | +1,103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling