+123.8%
NOK vs XLP
+130.4%
-6.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -21.0% | +8.9% | -30.0% | -25.3% |
| 3M | -12.6% | +7.5% | -20.1% | -17.0% |
| 6M | -36.2% | +9.4% | -45.6% | -41.0% |
| YTD | +26.4% | +19.3% | +7.2% | +9.6% |
| 1Y | +19.6% | +21.7% | -2.1% | +2.0% |
| 3Y | +152.6% | +44.0% | +108.6% | +88.4% |
| 5Y | +57.3% | +42.8% | +14.5% | +18.0% |
| 10Y | +123.8% | +128.8% | -5.0% | +24.0% |
| All | +123.8% | +130.4% | -6.6% | +24.0% |
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