+140.9%
NOK vs XLI
+15.3%
+125.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.7% |
| 7D | +11.0% | -1.7% | +12.6% | +12.8% |
| 30D | +7.8% | -7.3% | +15.1% | +16.5% |
| 3M | -21.0% | -1.3% | -19.7% | -18.8% |
| 6M | +40.9% | +2.2% | +38.7% | +41.2% |
| YTD | +72.0% | +11.7% | +60.3% | +71.2% |
| 1Y | +140.9% | +14.3% | +126.6% | +135.7% |
| All | +140.9% | +15.3% | +125.6% | +135.7% |
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