+134.4%
NOK vs RF
+15.2%
+119.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +9.3% | -0.1% | +9.5% | +9.3% |
| 30D | +17.9% | -4.0% | +21.9% | +18.3% |
| 3M | -22.3% | +5.6% | -27.9% | -22.7% |
| 6M | +36.4% | +13.1% | +23.3% | +34.3% |
| YTD | +66.3% | +13.6% | +52.7% | +65.5% |
| 1Y | +134.4% | +16.0% | +118.5% | +130.5% |
| All | +134.4% | +15.2% | +119.2% | +130.5% |
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