+115.1%
NOK vs XYZ
-68.2%
+183.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -4.3% | +15.3% | +11.8% |
| 30D | +7.8% | +1.2% | +6.7% | +7.5% |
| 3M | -21.0% | +14.6% | -35.7% | -23.2% |
| 6M | +40.9% | +22.6% | +18.3% | +34.8% |
| YTD | +72.0% | +21.7% | +50.3% | +64.0% |
| 1Y | +140.9% | +6.7% | +134.2% | +134.2% |
| 3Y | +194.3% | +46.8% | +147.4% | +154.4% |
| All | +115.1% | -68.2% | +183.3% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling