+8.9%
NOK vs RBRK
+46.1%
-37.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -11.1% | +1.5% | -8.3% |
| 7D | -19.9% | -20.9% | +1.0% | -17.7% |
| 30D | -32.0% | -15.9% | -16.1% | -30.6% |
| 3M | -22.1% | +24.7% | -46.8% | -22.3% |
| 6M | -44.4% | +85.1% | -129.5% | -45.9% |
| YTD | +15.3% | +38.3% | -23.0% | +13.6% |
| 1Y | +8.9% | +46.2% | -37.2% | +7.6% |
| All | +8.9% | +46.1% | -37.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling