+45.5%
NOK vs RACE
+65.0%
-19.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -10.5% | +5.1% | -15.6% | -12.0% |
| 30D | -27.9% | +7.7% | -35.6% | -29.7% |
| 3M | -18.8% | +2.2% | -20.9% | -19.4% |
| 6M | -41.9% | +23.8% | -65.7% | -46.4% |
| YTD | +18.4% | +13.9% | +4.5% | +11.5% |
| 1Y | +10.9% | +3.8% | +7.1% | +8.2% |
| 3Y | +137.9% | +28.0% | +109.8% | +93.0% |
| All | +45.5% | +65.0% | -19.5% | -6.2% |
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