+60.7%
NOK vs XLP
+44.5%
+16.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.9% |
| 7D | +5.4% | +2.5% | +2.8% | +4.7% |
| 30D | -14.1% | +7.3% | -21.5% | -16.2% |
| 3M | -23.6% | +8.1% | -31.7% | -25.8% |
| 6M | -45.1% | +10.5% | -55.6% | -47.8% |
| YTD | +24.7% | +21.2% | +3.6% | +10.7% |
| 1Y | +19.0% | +22.7% | -3.7% | +4.6% |
| 3Y | +147.0% | +44.8% | +102.2% | +86.4% |
| All | +60.7% | +44.5% | +16.2% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling