+132.4%
NOK vs XLB
+14.3%
+118.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | +8.7% | -3.5% | +12.2% | +11.2% |
| 30D | +12.5% | -4.7% | +17.2% | +15.9% |
| 3M | -20.7% | +2.7% | -23.5% | -23.3% |
| 6M | +36.2% | +2.6% | +33.6% | +33.6% |
| YTD | +64.1% | +12.8% | +51.3% | +53.5% |
| 1Y | +132.4% | +14.0% | +118.4% | +119.6% |
| All | +132.4% | +14.3% | +118.1% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling