+49.7%
NOK vs XLU
+630.6%
-580.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | +9.3% | +0.6% | +8.7% | +8.9% |
| 30D | +17.9% | -0.4% | +18.3% | +18.2% |
| 3M | -22.3% | -1.7% | -20.6% | -21.8% |
| 6M | +36.4% | -7.1% | +43.5% | +41.9% |
| YTD | +66.3% | +1.9% | +64.4% | +62.5% |
| 1Y | +134.4% | +6.1% | +128.3% | +122.6% |
| 3Y | +186.6% | +48.8% | +137.8% | +114.8% |
| 5Y | +102.7% | +43.8% | +58.9% | +53.2% |
| 10Y | +129.8% | +143.2% | -13.4% | +11.8% |
| All | +49.7% | +630.6% | -580.9% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling