+148.7%
XLK vs NOK
+112.2%
+36.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | -0.1% |
| 7D | +0.2% | +11.0% | -10.8% | -3.0% |
| 30D | -0.6% | +7.8% | -8.5% | -3.0% |
| 3M | +2.6% | -21.0% | +23.6% | +8.8% |
| 6M | +34.0% | +40.9% | -6.9% | +17.3% |
| YTD | +30.7% | +72.0% | -41.4% | +6.8% |
| 1Y | +39.2% | +140.9% | -101.7% | -1.3% |
| 3Y | +120.4% | +194.3% | -73.8% | +41.1% |
| All | +148.7% | +112.2% | +36.6% | +85.9% |
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 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