+1,024.7%
XLE vs NOK
+39.8%
+985.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -1.4% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +11.8% | +4.7% | +7.1% | +10.5% |
| 3M | +9.8% | -39.7% | +49.5% | +19.5% |
| 6M | +15.6% | +23.1% | -7.5% | +7.7% |
| YTD | +45.3% | +55.0% | -9.8% | +28.7% |
| 1Y | +48.3% | +118.0% | -69.7% | +21.1% |
| 3Y | +55.4% | +170.5% | -115.1% | +19.2% |
| 5Y | +216.1% | +84.9% | +131.2% | +159.0% |
| 10Y | +178.4% | +112.0% | +66.4% | +104.0% |
| All | +1,024.7% | +39.8% | +985.0% | +627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling