+85.8%
NOK vs RACE
+647.6%
-561.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.4% |
| 7D | -1.8% | -2.5% | +0.8% | -0.8% |
| 30D | +4.7% | +0.8% | +3.9% | +4.2% |
| 3M | -39.7% | +17.2% | -56.8% | -43.7% |
| 6M | +23.1% | +13.6% | +9.5% | +15.5% |
| YTD | +55.0% | +12.2% | +42.8% | +45.1% |
| 1Y | +118.0% | -16.3% | +134.3% | +128.2% |
| 3Y | +170.5% | +36.4% | +134.1% | +118.8% |
| 5Y | +84.9% | +95.0% | -10.1% | +24.6% |
| 10Y | +112.0% | +813.2% | -701.3% | -19.8% |
| All | +85.8% | +647.6% | -561.8% | -33.7% |
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 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