+225.7%
XLE vs NOK
+98.3%
+127.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.4% |
| 7D | 0.0% | +7.3% | -7.3% | -0.8% |
| 30D | +12.6% | +13.8% | -1.1% | +10.8% |
| 3M | +11.8% | -27.0% | +38.8% | +15.9% |
| 6M | +16.1% | +37.6% | -21.5% | +7.8% |
| YTD | +46.9% | +64.6% | -17.7% | +31.9% |
| 1Y | +53.3% | +132.0% | -78.8% | +26.2% |
| 3Y | +54.9% | +183.7% | -128.7% | +19.9% |
| 5Y | +225.7% | +101.3% | +124.4% | +171.1% |
| All | +225.7% | +98.3% | +127.4% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling