+115.1%
NOK vs XLI
+80.9%
+34.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.9% |
| 7D | +11.0% | -1.7% | +12.6% | +12.6% |
| 30D | +7.8% | -7.3% | +15.1% | +15.3% |
| 3M | -21.0% | -1.3% | -19.7% | -19.6% |
| 6M | +40.9% | +2.2% | +38.7% | +39.5% |
| YTD | +72.0% | +11.7% | +60.3% | +58.2% |
| 1Y | +140.9% | +14.3% | +126.6% | +117.0% |
| 3Y | +194.3% | +70.3% | +123.9% | +79.2% |
| All | +115.1% | +80.9% | +34.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling