+60.7%
NOK vs XLB
+28.0%
+32.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.6% |
| 3M | -23.6% | +0.3% | -23.9% | -23.9% |
| 6M | -45.1% | +1.2% | -46.3% | -45.9% |
| YTD | +24.7% | +16.6% | +8.1% | +9.4% |
| 1Y | +19.0% | +21.4% | -2.4% | +0.9% |
| 3Y | +147.0% | +43.2% | +103.8% | +78.3% |
| All | +60.7% | +28.0% | +32.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling