+102.7%
NOK vs XLC
+37.1%
+65.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.4% |
| 7D | +9.3% | -1.4% | +10.8% | +10.2% |
| 30D | +17.9% | -0.9% | +18.7% | +18.2% |
| 3M | -22.3% | -0.3% | -22.0% | -22.6% |
| 6M | +36.4% | -5.2% | +41.6% | +39.9% |
| YTD | +66.3% | -5.3% | +71.6% | +70.5% |
| 1Y | +134.4% | -2.8% | +137.2% | +135.9% |
| 3Y | +186.6% | +71.2% | +115.4% | +95.8% |
| 5Y | +102.7% | +37.6% | +65.1% | +58.6% |
| All | +102.7% | +37.1% | +65.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling