+133.9%
NOK vs RACE
+717.8%
-583.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.9% |
| 7D | +11.0% | -4.0% | +15.0% | +12.8% |
| 30D | -16.0% | +3.5% | -19.6% | -17.2% |
| 3M | -19.8% | -0.4% | -19.3% | -19.7% |
| 6M | -37.1% | +23.2% | -60.3% | -42.8% |
| YTD | +28.0% | +11.0% | +17.0% | +20.0% |
| 1Y | +17.9% | -2.2% | +20.2% | +16.9% |
| 3Y | +152.7% | +22.5% | +130.2% | +111.9% |
| 5Y | +62.3% | +63.2% | -0.9% | +14.6% |
| All | +133.9% | +717.8% | -583.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling