-5.7%
NOK vs XRT
+514.3%
-520.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.0% |
| 7D | -1.8% | +0.8% | -2.6% | -2.3% |
| 30D | +4.7% | -4.2% | +8.9% | +7.4% |
| 3M | -39.7% | +5.1% | -44.7% | -42.0% |
| 6M | +23.1% | +2.4% | +20.7% | +19.8% |
| YTD | +55.0% | +3.2% | +51.8% | +49.9% |
| 1Y | +118.0% | +1.5% | +116.5% | +112.2% |
| 3Y | +170.5% | +40.6% | +129.9% | +105.6% |
| 5Y | +84.9% | -1.0% | +85.9% | +71.7% |
| 10Y | +112.0% | +128.4% | -16.4% | +5.9% |
| All | -5.7% | +514.3% | -520.0% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling