+9.1%
XLF vs NOK
+123.4%
-114.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -0.8% |
| 7D | 0.0% | -1.8% | +1.8% | 0.0% |
| 30D | +0.2% | +4.7% | -4.5% | +0.1% |
| 3M | +11.7% | -39.7% | +51.4% | +12.4% |
| 6M | +13.8% | +23.1% | -9.3% | +11.5% |
| YTD | +7.0% | +55.0% | -48.0% | +4.6% |
| 1Y | +9.1% | +118.0% | -108.9% | +4.0% |
| All | +9.1% | +123.4% | -114.2% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling