+115.1%
NOK vs XLU
+42.8%
+72.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -1.6% | +12.6% | +11.7% |
| 30D | +7.8% | -3.3% | +11.2% | +9.3% |
| 3M | -21.0% | -3.2% | -17.9% | -20.3% |
| 6M | +40.9% | -7.0% | +47.8% | +44.5% |
| YTD | +72.0% | +0.6% | +71.4% | +70.0% |
| 1Y | +140.9% | +2.4% | +138.5% | +135.4% |
| 3Y | +194.3% | +46.3% | +148.0% | +136.0% |
| All | +115.1% | +42.8% | +72.4% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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