+180.8%
NOK vs XLI
+68.2%
+112.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | +8.7% | -2.3% | +11.0% | +10.7% |
| 30D | +12.5% | -8.2% | +20.7% | +20.3% |
| 3M | -20.7% | +0.8% | -21.5% | -20.5% |
| 6M | +36.2% | +0.8% | +35.3% | +36.9% |
| YTD | +64.1% | +10.5% | +53.6% | +56.1% |
| 1Y | +132.4% | +14.1% | +118.3% | +116.0% |
| All | +180.8% | +68.2% | +112.6% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling