+184.5%
NOK vs XRT
+40.3%
+144.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.6% |
| 7D | +9.3% | -2.4% | +11.8% | +10.3% |
| 30D | +17.9% | -6.9% | +24.8% | +20.9% |
| 3M | -22.3% | -0.4% | -21.9% | -22.7% |
| 6M | +36.4% | +2.2% | +34.1% | +33.8% |
| YTD | +66.3% | -0.7% | +67.0% | +65.1% |
| 1Y | +134.4% | -2.0% | +136.4% | +133.8% |
| All | +184.5% | +40.3% | +144.1% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling