-41.9%
NOK vs XLP
+8.3%
-50.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | 0.0% |
| 7D | -10.5% | +0.7% | -11.3% | -8.9% |
| 30D | -27.9% | +10.3% | -38.1% | -9.3% |
| 3M | -18.8% | +6.5% | -25.3% | -4.8% |
| 6M | -41.9% | +8.4% | -50.3% | -23.4% |
| All | -41.9% | +8.3% | -50.2% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling