+118.0%
NOK vs RL
+13.6%
+104.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +2.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +4.7% | -7.8% | +12.5% | +6.0% |
| 3M | -39.7% | -4.0% | -35.7% | -39.2% |
| 6M | +23.1% | -1.9% | +25.0% | +22.7% |
| YTD | +55.0% | -0.2% | +55.2% | +54.8% |
| 1Y | +118.0% | +10.7% | +107.4% | +115.4% |
| All | +118.0% | +13.6% | +104.5% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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