+178.9%
NOK vs RBA
+4,075.0%
-3,896.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | +5.4% | +1.7% | +3.6% | +4.9% |
| 30D | -14.1% | +8.3% | -22.5% | -16.3% |
| 3M | -23.6% | +10.5% | -34.1% | -26.2% |
| 6M | -45.1% | -5.9% | -39.3% | -45.0% |
| YTD | +24.7% | -6.9% | +31.6% | +25.0% |
| 1Y | +19.0% | -4.9% | +23.9% | +18.5% |
| 3Y | +147.0% | +64.5% | +82.6% | +106.6% |
| 5Y | +58.2% | +46.1% | +12.1% | +33.2% |
| 10Y | +122.3% | +208.2% | -86.0% | +40.5% |
| All | +178.9% | +4,075.0% | -3,896.0% | -11.7% |
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