+101.3%
NOK vs REPL
-53.9%
+155.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.2% |
| 7D | +7.3% | -5.7% | +13.0% | +7.4% |
| 30D | +13.8% | +22.5% | -8.7% | +13.2% |
| 3M | -27.0% | +64.7% | -91.7% | -28.6% |
| 6M | +37.6% | +83.0% | -45.4% | +32.3% |
| YTD | +64.6% | +52.0% | +12.7% | +59.3% |
| 1Y | +132.0% | +144.5% | -12.5% | +116.0% |
| 3Y | +183.7% | -25.1% | +208.7% | +161.7% |
| 5Y | +101.3% | -52.9% | +154.2% | +90.2% |
| All | +101.3% | -53.9% | +155.2% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling