+184.5%
NOK vs XLB
+32.2%
+152.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.8% |
| 7D | +9.3% | -2.9% | +12.3% | +11.6% |
| 30D | +17.9% | -3.4% | +21.2% | +20.4% |
| 3M | -22.3% | +1.6% | -23.9% | -23.7% |
| 6M | +36.4% | +3.6% | +32.7% | +32.8% |
| YTD | +66.3% | +14.2% | +52.1% | +51.1% |
| 1Y | +134.4% | +15.6% | +118.8% | +111.2% |
| All | +184.5% | +32.2% | +152.2% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling