+135.4%
NOK vs REPL
+147.0%
-11.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | +9.3% | -9.6% | +18.9% | +9.3% |
| 30D | +17.9% | +5.7% | +12.1% | +17.9% |
| 3M | -22.3% | +56.4% | -78.7% | -22.0% |
| 6M | +36.4% | +67.4% | -31.1% | +42.9% |
| YTD | +66.3% | +48.7% | +17.6% | +74.6% |
| All | +135.4% | +147.0% | -11.6% | +149.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling