+64.6%
NOK vs RBA
+47.4%
+17.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -14.7% | +9.0% | -23.7% | -16.3% |
| 3M | -10.6% | +7.2% | -17.8% | -12.1% |
| 6M | -39.4% | -7.8% | -31.6% | -38.7% |
| YTD | +30.4% | -6.4% | +36.8% | +31.0% |
| 1Y | +22.3% | -4.2% | +26.5% | +22.2% |
| 3Y | +157.6% | +64.1% | +93.5% | +126.0% |
| 5Y | +64.6% | +48.4% | +16.1% | +51.3% |
| All | +64.6% | +47.4% | +17.2% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling