+147.0%
NOK vs RGEN
+15.2%
+131.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +5.4% | -3.3% | +8.6% | +5.7% |
| 30D | -14.1% | -5.8% | -8.3% | -13.5% |
| 3M | -23.6% | +0.2% | -23.8% | -23.7% |
| 6M | -45.1% | +56.8% | -101.9% | -47.8% |
| YTD | +24.7% | +2.4% | +22.3% | +24.6% |
| 1Y | +19.0% | +11.4% | +7.6% | +17.4% |
| 3Y | +147.0% | +15.2% | +131.9% | +116.8% |
| All | +147.0% | +15.2% | +131.8% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling