+102.7%
NOK vs RF
+88.8%
+13.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +9.3% | -0.1% | +9.5% | +9.4% |
| 30D | +17.9% | -4.0% | +21.9% | +19.5% |
| 3M | -22.3% | +5.6% | -27.9% | -24.0% |
| 6M | +36.4% | +13.1% | +23.3% | +29.9% |
| YTD | +66.3% | +13.6% | +52.7% | +57.6% |
| 1Y | +134.4% | +16.0% | +118.5% | +119.9% |
| 3Y | +186.6% | +90.2% | +96.4% | +112.7% |
| 5Y | +102.7% | +87.0% | +15.7% | +52.8% |
| All | +102.7% | +88.8% | +13.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling