+180.8%
NOK vs XYZ
+46.5%
+134.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +8.7% | -5.2% | +13.9% | +9.4% |
| 30D | +12.5% | 0.0% | +12.5% | +12.4% |
| 3M | -20.7% | +18.7% | -39.4% | -22.8% |
| 6M | +36.2% | +20.5% | +15.6% | +31.8% |
| YTD | +64.1% | +21.5% | +42.7% | +58.1% |
| 1Y | +132.4% | +7.2% | +125.2% | +127.3% |
| All | +180.8% | +46.5% | +134.2% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling