+118.0%
NOK vs RGEN
+45.2%
+72.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.6% |
| 7D | -1.8% | -4.9% | +3.2% | -1.9% |
| 30D | +4.7% | +5.7% | -1.0% | +5.1% |
| 3M | -39.7% | +32.4% | -72.1% | -38.6% |
| 6M | +23.1% | +33.2% | -10.1% | +25.6% |
| YTD | +55.0% | +2.3% | +52.7% | +57.6% |
| 1Y | +118.0% | +39.0% | +79.0% | +113.9% |
| All | +118.0% | +45.2% | +72.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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