+132.5%
NOK vs XLP
+137.2%
-4.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | -14.7% | +8.3% | -23.1% | -19.0% |
| 3M | -10.6% | +8.7% | -19.3% | -15.6% |
| 6M | -39.4% | +11.2% | -50.5% | -44.5% |
| YTD | +30.4% | +20.0% | +10.5% | +12.7% |
| 1Y | +22.3% | +21.3% | +1.0% | +4.7% |
| 3Y | +157.6% | +43.8% | +113.8% | +92.3% |
| 5Y | +64.6% | +43.3% | +21.2% | +23.0% |
| 10Y | +132.5% | +136.8% | -4.3% | +21.5% |
| All | +132.5% | +137.2% | -4.7% | +21.5% |
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