+184.5%
NOK vs RBA
+26.3%
+158.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +9.3% | -1.9% | +11.2% | +9.7% |
| 30D | +17.9% | -13.0% | +30.8% | +20.9% |
| 3M | -22.3% | -23.1% | +0.8% | -18.5% |
| 6M | +36.4% | -22.6% | +59.0% | +42.5% |
| YTD | +66.3% | -20.4% | +86.7% | +72.4% |
| 1Y | +134.4% | -29.6% | +164.0% | +148.8% |
| All | +184.5% | +26.3% | +158.2% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling