+101.3%
NOK vs RACE
+92.4%
+8.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.5% |
| 7D | +7.3% | -1.0% | +8.3% | +7.6% |
| 30D | +13.8% | -1.5% | +15.3% | +14.2% |
| 3M | -27.0% | +15.5% | -42.5% | -30.8% |
| 6M | +37.6% | +17.3% | +20.3% | +28.9% |
| YTD | +64.6% | +11.1% | +53.5% | +56.2% |
| 1Y | +132.0% | -14.3% | +146.3% | +141.8% |
| 3Y | +183.7% | +40.2% | +143.5% | +117.3% |
| 5Y | +101.3% | +92.6% | +8.7% | +24.7% |
| All | +101.3% | +92.4% | +8.9% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling