+138.6%
NOK vs XRT
+128.2%
+10.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +11.0% | -3.2% | +14.2% | +13.0% |
| 30D | +7.8% | -4.5% | +12.3% | +10.5% |
| 3M | -21.0% | -3.1% | -17.9% | -20.2% |
| 6M | +40.9% | +4.2% | +36.6% | +36.0% |
| YTD | +72.0% | -0.1% | +72.1% | +70.0% |
| 1Y | +140.9% | -3.0% | +144.0% | +141.6% |
| 3Y | +194.3% | +41.8% | +152.5% | +128.2% |
| 5Y | +112.5% | -1.3% | +113.8% | +100.7% |
| All | +138.6% | +128.2% | +10.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling