+91.3%
NOK vs XLC
+143.7%
-52.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.4% |
| 7D | -1.8% | -0.8% | -0.9% | -1.3% |
| 30D | +4.7% | +1.0% | +3.7% | +3.8% |
| 3M | -39.7% | -0.7% | -39.0% | -39.7% |
| 6M | +23.1% | -5.1% | +28.2% | +26.5% |
| YTD | +55.0% | -4.3% | +59.3% | +58.1% |
| 1Y | +118.0% | -0.6% | +118.6% | +116.2% |
| 3Y | +170.5% | +72.7% | +97.8% | +80.2% |
| 5Y | +84.9% | +38.0% | +46.9% | +42.5% |
| All | +91.3% | +143.7% | -52.4% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling