+10.6%
XLF vs NOK
-28.3%
+39.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.3% |
| 7D | +0.2% | +7.3% | -7.1% | +0.2% |
| 30D | -0.5% | +13.8% | -14.3% | -0.6% |
| 3M | +10.6% | -27.0% | +37.6% | +9.9% |
| All | +10.6% | -28.3% | +39.0% | +9.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling