+133.9%
NOK vs RF
+219.4%
-85.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | -16.0% | +5.6% | -21.6% | -17.4% |
| 3M | -19.8% | -8.9% | -10.9% | -17.6% |
| 6M | -37.1% | +7.1% | -44.2% | -38.7% |
| YTD | +28.0% | +8.3% | +19.7% | +23.9% |
| 1Y | +17.9% | +16.8% | +1.1% | +11.5% |
| 3Y | +152.7% | +115.0% | +37.7% | +93.0% |
| 5Y | +62.3% | +46.4% | +15.9% | +37.2% |
| All | +133.9% | +219.4% | -85.6% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling