+118.0%
NOK vs XLI
+18.3%
+99.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.2% |
| 7D | -1.8% | -1.1% | -0.7% | -0.7% |
| 30D | +4.7% | -5.9% | +10.6% | +11.6% |
| 3M | -39.7% | -0.3% | -39.4% | -38.6% |
| 6M | +23.1% | +0.1% | +22.9% | +23.7% |
| YTD | +55.0% | +13.6% | +41.4% | +51.6% |
| 1Y | +118.0% | +17.2% | +100.9% | +106.1% |
| All | +118.0% | +18.3% | +99.8% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling