+21.3%
NOK vs XLP
+24.3%
-3.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | +1.6% |
| 7D | -10.4% | +5.9% | -16.3% | -3.5% |
| 30D | -19.0% | +13.5% | -32.5% | -5.6% |
| 3M | -16.7% | +8.4% | -25.1% | -6.8% |
| 6M | -37.1% | +11.5% | -48.7% | -27.1% |
| YTD | +27.7% | +20.6% | +7.0% | +53.7% |
| 1Y | +21.3% | +24.3% | -3.0% | +45.2% |
| All | +21.3% | +24.3% | -3.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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