+173.9%
XLE vs NOK
+131.9%
+41.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.5% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -4.0% | -14.7% | +10.7% | -1.9% |
| 3M | +4.6% | -10.6% | +15.2% | +5.3% |
| 6M | +12.3% | -39.4% | +51.7% | +19.4% |
| YTD | +44.5% | +30.4% | +14.1% | +30.0% |
| 1Y | +42.4% | +22.3% | +20.1% | +29.6% |
| 3Y | +67.0% | +157.6% | -90.6% | +24.6% |
| 5Y | +161.9% | +64.6% | +97.4% | +113.8% |
| 10Y | +173.9% | +132.5% | +41.4% | +80.4% |
| All | +173.9% | +131.9% | +41.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 10y: compounded portfolio wealth divided by compounded NOK 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…
10y analysis · Full analysis span regression · 6 months rolling