+112.3%
NOK vs XLC
+145.0%
-32.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.2% |
| 7D | +11.0% | +0.5% | +10.5% | +10.6% |
| 30D | +7.8% | +2.1% | +5.7% | +6.2% |
| 3M | -21.0% | +0.7% | -21.7% | -21.9% |
| 6M | +40.9% | -3.2% | +44.1% | +42.9% |
| YTD | +72.0% | -3.8% | +75.8% | +74.8% |
| 1Y | +140.9% | -2.0% | +142.9% | +141.4% |
| 3Y | +194.3% | +71.4% | +122.9% | +97.2% |
| 5Y | +112.5% | +40.7% | +71.8% | +61.6% |
| All | +112.3% | +145.0% | -32.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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