+412.9%
XLF vs NOK
+49.9%
+363.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.7% |
| 7D | -1.0% | +9.3% | -10.4% | -3.3% |
| 30D | -1.3% | +17.9% | -19.2% | -5.5% |
| 3M | +9.1% | -22.3% | +31.5% | +14.4% |
| 6M | +14.4% | +36.4% | -22.0% | +1.8% |
| YTD | +5.1% | +66.3% | -61.2% | -11.5% |
| 1Y | +8.6% | +134.4% | -125.8% | -17.5% |
| 3Y | +74.4% | +186.6% | -112.2% | +23.0% |
| 5Y | +64.4% | +102.7% | -38.3% | +25.3% |
| 10Y | +251.6% | +129.8% | +121.8% | +129.8% |
| All | +412.9% | +49.9% | +363.0% | +147.0% |
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 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