+102.7%
NOK vs XLB
+35.5%
+67.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.9% |
| 7D | +9.3% | -2.9% | +12.3% | +11.9% |
| 30D | +17.9% | -3.4% | +21.2% | +20.8% |
| 3M | -22.3% | +1.6% | -23.9% | -23.8% |
| 6M | +36.4% | +3.6% | +32.7% | +32.2% |
| YTD | +66.3% | +14.2% | +52.1% | +48.5% |
| 1Y | +134.4% | +15.6% | +118.8% | +107.1% |
| 3Y | +186.6% | +33.1% | +153.5% | +121.2% |
| 5Y | +102.7% | +35.1% | +67.6% | +52.4% |
| All | +102.7% | +35.5% | +67.2% | +52.4% |
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