+1,181.9%
NOK vs RF
+480.4%
+701.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -10.5% | -0.9% | -9.6% | -10.3% |
| 30D | -27.9% | +6.0% | -33.9% | -29.1% |
| 3M | -18.8% | -8.9% | -9.9% | -16.7% |
| 6M | -41.9% | +2.3% | -44.3% | -42.6% |
| YTD | +18.4% | +7.6% | +10.8% | +15.1% |
| 1Y | +10.9% | +21.2% | -10.3% | +4.1% |
| 3Y | +137.9% | +108.5% | +29.4% | +87.7% |
| 5Y | +47.8% | +43.2% | +4.6% | +28.0% |
| 10Y | +116.4% | +288.1% | -171.7% | +30.0% |
| All | +1,181.9% | +480.4% | +701.6% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling