+102.2%
NOK vs REPL
-17.3%
+119.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.4% | +7.1% | -1.0% |
| 7D | +8.7% | -13.4% | +22.1% | +9.3% |
| 30D | +12.5% | -3.0% | +15.5% | +12.6% |
| 3M | -20.7% | +56.3% | -77.1% | -23.5% |
| 6M | +36.2% | +60.9% | -24.7% | +26.4% |
| YTD | +64.1% | +36.2% | +27.9% | +53.5% |
| 1Y | +132.4% | +121.0% | +11.4% | +105.0% |
| 3Y | +182.9% | -32.8% | +215.7% | +139.7% |
| 5Y | +102.8% | -58.7% | +161.4% | +74.8% |
| All | +102.2% | -17.3% | +119.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded REPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling