+122.4%
NOK vs XLP
+102.6%
+19.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.6% |
| 7D | +7.3% | -1.4% | +8.7% | +8.1% |
| 30D | +13.8% | -1.3% | +15.1% | +14.4% |
| 3M | -27.0% | +1.8% | -28.9% | -28.8% |
| 6M | +37.6% | -0.8% | +38.4% | +36.0% |
| YTD | +64.6% | +9.5% | +55.1% | +51.0% |
| 1Y | +132.0% | +7.2% | +124.9% | +115.8% |
| 3Y | +183.7% | +27.1% | +156.5% | +130.7% |
| 5Y | +101.3% | +32.0% | +69.2% | +58.9% |
| 10Y | +122.4% | +102.9% | +19.5% | +31.5% |
| All | +122.4% | +102.6% | +19.8% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling