+1,285.7%
NOK vs STRL
+8,220.0%
-6,934.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +11.0% | +23.4% | -12.4% | +9.5% |
| 30D | -16.0% | -39.5% | +23.5% | -13.4% |
| 3M | -19.8% | -45.1% | +25.3% | -16.7% |
| 6M | -37.1% | -64.6% | +27.4% | -33.1% |
| YTD | +28.0% | -1.5% | +29.5% | +27.7% |
| 1Y | +17.9% | -20.8% | +38.7% | +18.9% |
| 3Y | +152.7% | +353.1% | -200.4% | +128.5% |
| 5Y | +62.3% | +942.9% | -880.6% | +39.5% |
| 10Y | +128.1% | +3,847.6% | -3,719.6% | +80.0% |
| All | +1,285.7% | +8,220.0% | -6,934.3% | +924.1% |
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