+122.4%
NOK vs RF
+334.9%
-212.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.3% | +6.5% |
| 7D | +7.3% | +2.7% | +4.6% | +6.4% |
| 30D | +13.8% | -3.4% | +17.1% | +14.9% |
| 3M | -27.0% | +6.4% | -33.4% | -28.5% |
| 6M | +37.6% | +13.4% | +24.2% | +31.9% |
| YTD | +64.6% | +14.2% | +50.4% | +57.1% |
| 1Y | +132.0% | +15.7% | +116.3% | +120.0% |
| 3Y | +183.7% | +91.3% | +92.3% | +124.8% |
| 5Y | +101.3% | +89.8% | +11.5% | +58.7% |
| 10Y | +122.4% | +336.7% | -214.3% | +23.0% |
| All | +122.4% | +334.9% | -212.5% | +23.0% |
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