+102.7%
NOK vs RGEN
-44.3%
+147.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +9.3% | -4.6% | +13.9% | +10.2% |
| 30D | +17.9% | +1.2% | +16.7% | +17.5% |
| 3M | -22.3% | +26.8% | -49.1% | -26.0% |
| 6M | +36.4% | +29.1% | +7.3% | +28.6% |
| YTD | +66.3% | +0.7% | +65.6% | +64.4% |
| 1Y | +134.4% | +39.1% | +95.4% | +114.8% |
| 3Y | +186.6% | +2.2% | +184.3% | +167.7% |
| 5Y | +102.7% | -44.0% | +146.7% | +91.1% |
| All | +102.7% | -44.3% | +147.0% | +91.1% |
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