+166.9%
XLE vs NOK
+60.1%
+106.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +5.4% | +5.4% | +0.1% | +4.8% |
| 30D | -3.9% | -14.1% | +10.2% | -2.7% |
| 3M | +7.0% | -23.6% | +30.6% | +9.4% |
| 6M | +14.2% | -45.1% | +59.3% | +20.9% |
| YTD | +48.2% | +24.7% | +23.4% | +36.1% |
| 1Y | +47.7% | +19.0% | +28.7% | +36.6% |
| 3Y | +70.0% | +147.0% | -77.0% | +28.7% |
| All | +166.9% | +60.1% | +106.8% | +121.1% |
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