+60.7%
NOK vs RGEN
-35.5%
+96.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +5.4% | -3.3% | +8.6% | +6.0% |
| 30D | -14.1% | -5.8% | -8.3% | -13.0% |
| 3M | -23.6% | +0.2% | -23.8% | -23.8% |
| 6M | -45.1% | +56.8% | -101.9% | -50.0% |
| YTD | +24.7% | +2.4% | +22.3% | +22.6% |
| 1Y | +19.0% | +11.4% | +7.6% | +14.8% |
| 3Y | +147.0% | +15.2% | +131.9% | +124.3% |
| All | +60.7% | -35.5% | +96.2% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling