+180.8%
NOK vs XYL
+15.2%
+165.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +8.7% | -1.2% | +9.9% | +9.0% |
| 30D | +12.5% | -13.2% | +25.7% | +16.5% |
| 3M | -20.7% | -0.2% | -20.6% | -21.7% |
| 6M | +36.2% | -12.5% | +48.7% | +40.0% |
| YTD | +64.1% | -20.9% | +85.0% | +74.0% |
| 1Y | +132.4% | -21.6% | +153.9% | +147.3% |
| All | +180.8% | +15.2% | +165.5% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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