+153.4%
NOK vs STZ
-35.4%
+188.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -16.0% | +14.7% | -30.7% | -14.7% |
| 3M | -19.8% | +8.8% | -28.6% | -18.4% |
| 6M | -37.1% | +3.1% | -40.2% | -35.9% |
| YTD | +28.0% | +7.9% | +20.1% | +29.0% |
| 1Y | +17.9% | +14.2% | +3.8% | +18.0% |
| All | +153.4% | -35.4% | +188.8% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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