+140.9%
NOK vs XYZ
+7.1%
+133.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -4.3% | +15.3% | +11.6% |
| 30D | +7.8% | +1.2% | +6.7% | +7.6% |
| 3M | -21.0% | +14.6% | -35.7% | -22.8% |
| 6M | +40.9% | +22.6% | +18.3% | +35.0% |
| YTD | +72.0% | +21.7% | +50.3% | +64.2% |
| 1Y | +140.9% | +6.7% | +134.2% | +145.9% |
| All | +140.9% | +7.1% | +133.8% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling