+118.0%
NOK vs RF
+16.9%
+101.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | +4.7% | -3.6% | +8.3% | +5.1% |
| 3M | -39.7% | +8.1% | -47.7% | -40.1% |
| 6M | +23.1% | +11.5% | +11.6% | +21.4% |
| YTD | +55.0% | +15.6% | +39.4% | +53.8% |
| 1Y | +118.0% | +15.7% | +102.4% | +115.9% |
| All | +118.0% | +16.9% | +101.1% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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