+88.4%
NOK vs XYZ
+615.2%
-526.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +6.7% |
| 7D | +7.3% | +2.9% | +4.4% | +6.7% |
| 30D | +13.8% | +1.4% | +12.4% | +13.4% |
| 3M | -27.0% | +14.6% | -41.6% | -28.9% |
| 6M | +37.6% | +20.8% | +16.8% | +32.4% |
| YTD | +64.6% | +23.1% | +41.5% | +57.2% |
| 1Y | +132.0% | +5.6% | +126.4% | +126.4% |
| 3Y | +183.7% | +50.9% | +132.8% | +149.2% |
| 5Y | +101.3% | -68.6% | +169.8% | +112.6% |
| 10Y | +122.4% | +580.0% | -457.6% | +37.1% |
| All | +88.4% | +615.2% | -526.8% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling