+60.7%
NOK vs REPL
+36.1%
+24.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +2.6% |
| 7D | +2.2% | +5.3% | -3.1% | +2.0% |
| 30D | -14.7% | +66.6% | -81.4% | -16.7% |
| 3M | -10.6% | +59.6% | -70.2% | -12.5% |
| 6M | -39.4% | +482.4% | -521.7% | -45.5% |
| YTD | +30.4% | +124.1% | -93.6% | +19.3% |
| 1Y | +22.3% | +138.6% | -116.2% | +11.3% |
| 3Y | +157.6% | +96.0% | +61.6% | +100.8% |
| 5Y | +64.6% | -35.4% | +99.9% | +39.6% |
| All | +60.7% | +36.1% | +24.6% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling