+1,578.5%
NOK vs RF
+523.6%
+1,054.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | +4.7% | -3.6% | +8.3% | +5.8% |
| 3M | -39.7% | +8.1% | -47.7% | -41.1% |
| 6M | +23.1% | +11.5% | +11.6% | +18.9% |
| YTD | +55.0% | +15.6% | +39.4% | +47.9% |
| 1Y | +118.0% | +15.7% | +102.4% | +107.4% |
| 3Y | +170.5% | +86.9% | +83.6% | +119.8% |
| 5Y | +84.9% | +89.8% | -5.0% | +47.9% |
| 10Y | +112.0% | +344.7% | -232.7% | +22.7% |
| All | +1,578.5% | +523.6% | +1,054.9% | +524.7% |
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