+22.3%
NOK vs RBA
-4.5%
+26.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -14.7% | +9.0% | -23.7% | -15.1% |
| 3M | -10.6% | +7.2% | -17.8% | -10.6% |
| 6M | -39.4% | -7.8% | -31.6% | -38.0% |
| YTD | +30.4% | -6.4% | +36.8% | +30.0% |
| 1Y | +22.3% | -4.2% | +26.5% | +20.9% |
| All | +22.3% | -4.5% | +26.8% | +20.9% |
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