+45.5%
NOK vs RF
+42.5%
+3.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -10.5% | -0.9% | -9.6% | -10.2% |
| 30D | -27.9% | +6.0% | -33.9% | -29.4% |
| 3M | -18.8% | -8.9% | -9.9% | -16.3% |
| 6M | -41.9% | +2.3% | -44.3% | -42.8% |
| YTD | +18.4% | +7.6% | +10.8% | +14.1% |
| 1Y | +10.9% | +21.2% | -10.3% | +2.2% |
| 3Y | +137.9% | +108.5% | +29.4% | +68.0% |
| All | +45.5% | +42.5% | +3.0% | +19.8% |
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