+53.9%
NOK vs XLC
+137.2%
-83.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.2% |
| 7D | +5.4% | +3.7% | +1.6% | +3.0% |
| 30D | -14.1% | -1.9% | -12.2% | -13.0% |
| 3M | -23.6% | -3.1% | -20.5% | -22.4% |
| 6M | -45.1% | -6.4% | -38.8% | -43.3% |
| YTD | +24.7% | -6.8% | +31.6% | +28.9% |
| 1Y | +19.0% | -1.7% | +20.7% | +18.6% |
| 3Y | +147.0% | +64.7% | +82.3% | +69.5% |
| 5Y | +58.2% | +41.1% | +17.1% | +19.3% |
| All | +53.9% | +137.2% | -83.3% | -19.8% |
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