+127.6%
NOK vs XLB
+162.9%
-35.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.4% |
| 7D | +8.7% | -3.5% | +12.2% | +11.4% |
| 30D | +12.5% | -4.7% | +17.2% | +16.0% |
| 3M | -20.7% | +2.7% | -23.5% | -22.6% |
| 6M | +36.2% | +2.6% | +33.6% | +33.6% |
| YTD | +64.1% | +12.8% | +51.3% | +50.3% |
| 1Y | +132.4% | +14.0% | +118.4% | +111.3% |
| 3Y | +182.9% | +31.5% | +151.4% | +131.1% |
| 5Y | +102.8% | +33.4% | +69.4% | +64.1% |
| All | +127.6% | +162.9% | -35.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling