+127.9%
NOK vs XRT
+136.4%
-8.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.8% |
| 7D | +5.4% | +1.7% | +3.6% | +4.4% |
| 30D | -14.1% | +7.5% | -21.6% | -18.0% |
| 3M | -23.6% | +2.2% | -25.8% | -25.2% |
| 6M | -45.1% | +14.7% | -59.8% | -50.1% |
| YTD | +24.7% | +7.5% | +17.2% | +17.4% |
| 1Y | +19.0% | +14.1% | +4.9% | +7.9% |
| 3Y | +147.0% | +58.8% | +88.2% | +77.9% |
| 5Y | +58.2% | -3.9% | +62.1% | +52.8% |
| All | +127.9% | +136.4% | -8.4% | +24.1% |
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