+127.9%
NOK vs XLB
+163.6%
-35.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +5.4% | +0.5% | +4.8% | +5.0% |
| 30D | -14.1% | +5.2% | -19.3% | -17.2% |
| 3M | -23.6% | +0.3% | -23.9% | -23.9% |
| 6M | -45.1% | +1.2% | -46.3% | -45.8% |
| YTD | +24.7% | +16.6% | +8.1% | +11.6% |
| 1Y | +19.0% | +21.4% | -2.4% | +3.4% |
| 3Y | +147.0% | +43.2% | +103.8% | +90.0% |
| 5Y | +58.2% | +28.0% | +30.1% | +31.0% |
| All | +127.9% | +163.6% | -35.6% | +7.2% |
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