+138.6%
NOK vs RGEN
+415.7%
-277.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +11.0% | -1.4% | +12.4% | +11.2% |
| 30D | +7.8% | -0.3% | +8.2% | +7.8% |
| 3M | -21.0% | +23.9% | -44.9% | -24.3% |
| 6M | +40.9% | +38.5% | +2.3% | +31.4% |
| YTD | +72.0% | +0.8% | +71.2% | +69.7% |
| 1Y | +140.9% | +38.2% | +102.7% | +122.3% |
| 3Y | +194.3% | +1.3% | +193.0% | +176.3% |
| 5Y | +112.5% | -44.0% | +156.5% | +112.1% |
| All | +138.6% | +415.7% | -277.2% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling