-39.4%
NOK vs RBA
-6.5%
-32.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | -14.7% | +9.0% | -23.7% | -13.3% |
| 3M | -10.6% | +7.2% | -17.8% | -9.0% |
| 6M | -39.4% | -7.8% | -31.6% | -36.8% |
| All | -39.4% | -6.5% | -32.9% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling