+21.3%
NOK vs RBA
-2.0%
+23.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.7% |
| 7D | -10.4% | +12.7% | -23.1% | -11.1% |
| 30D | -19.0% | +15.5% | -34.6% | -19.8% |
| 3M | -16.7% | -14.0% | -2.7% | -13.1% |
| 6M | -37.1% | -8.8% | -28.3% | -35.6% |
| YTD | +27.7% | -6.9% | +34.6% | +29.2% |
| 1Y | +21.3% | -3.0% | +24.3% | +22.1% |
| All | +21.3% | -2.0% | +23.3% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling