+51.6%
NOK vs RACE
+663.9%
-612.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -1.4% | +3.9% | -5.4% | -2.9% |
| 30D | -21.0% | +7.4% | -28.5% | -23.2% |
| 3M | -12.6% | +1.6% | -14.2% | -13.2% |
| 6M | -36.2% | +23.3% | -59.5% | -41.8% |
| YTD | +26.4% | +14.7% | +11.8% | +17.4% |
| 1Y | +19.6% | +2.5% | +17.1% | +16.2% |
| 3Y | +152.6% | +28.0% | +124.6% | +111.3% |
| 5Y | +57.3% | +69.8% | -12.5% | +12.9% |
| 10Y | +123.8% | +734.9% | -611.1% | -13.3% |
| All | +51.6% | +663.9% | -612.4% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling