+134.4%
NOK vs XLP
+6.1%
+128.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | 0.0% |
| 7D | +9.3% | -2.9% | +12.2% | +6.7% |
| 30D | +17.9% | -2.2% | +20.1% | +15.8% |
| 3M | -22.3% | -0.6% | -21.7% | -22.1% |
| 6M | +36.4% | -2.2% | +38.6% | +36.4% |
| YTD | +66.3% | +8.3% | +58.0% | +73.1% |
| 1Y | +134.4% | +5.7% | +128.7% | +145.8% |
| All | +134.4% | +6.1% | +128.3% | +145.8% |
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