+246.7%
NOK vs RBA
+3,565.6%
-3,318.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | -1.8% | -2.9% | +1.2% | -0.9% |
| 30D | +4.7% | -12.3% | +17.0% | +8.4% |
| 3M | -39.7% | -20.5% | -19.1% | -36.1% |
| 6M | +23.1% | -18.5% | +41.6% | +29.2% |
| YTD | +55.0% | -18.2% | +73.3% | +62.1% |
| 1Y | +118.0% | -27.5% | +145.5% | +135.8% |
| 3Y | +170.5% | +38.1% | +132.4% | +138.3% |
| 5Y | +84.9% | +44.8% | +40.1% | +56.2% |
| 10Y | +112.0% | +187.1% | -75.1% | +37.0% |
| All | +246.7% | +3,565.6% | -3,318.9% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling