+133.9%
NOK vs RL
+342.1%
-208.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +11.0% | +2.4% | +8.6% | +10.4% |
| 30D | -16.0% | +4.6% | -20.6% | -16.8% |
| 3M | -19.8% | -1.1% | -18.6% | -19.6% |
| 6M | -37.1% | +16.5% | -53.7% | -39.7% |
| YTD | +28.0% | +11.4% | +16.6% | +23.5% |
| 1Y | +17.9% | +16.1% | +1.9% | +12.5% |
| 3Y | +152.7% | +252.6% | -99.9% | +76.9% |
| 5Y | +62.3% | +244.9% | -182.6% | +11.7% |
| All | +133.9% | +342.1% | -208.3% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling