+101.3%
NOK vs RBA
+44.6%
+56.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.6% |
| 7D | +7.3% | -1.1% | +8.3% | +7.5% |
| 30D | +13.8% | -13.2% | +27.0% | +17.1% |
| 3M | -27.0% | -21.4% | -5.6% | -23.6% |
| 6M | +37.6% | -20.9% | +58.5% | +43.7% |
| YTD | +64.6% | -19.9% | +84.5% | +71.0% |
| 1Y | +132.0% | -28.7% | +160.7% | +147.2% |
| 3Y | +183.7% | +27.4% | +156.3% | +163.1% |
| 5Y | +101.3% | +41.7% | +59.6% | +70.5% |
| All | +101.3% | +44.6% | +56.7% | +70.5% |
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