+183.7%
NOK vs RL
+211.8%
-28.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.4% |
| 7D | +7.3% | +1.9% | +5.4% | +6.8% |
| 30D | +13.8% | -12.2% | +26.0% | +16.9% |
| 3M | -27.0% | -6.6% | -20.4% | -26.1% |
| 6M | +37.6% | +3.2% | +34.4% | +36.0% |
| YTD | +64.6% | -1.3% | +65.9% | +63.8% |
| 1Y | +132.0% | +13.6% | +118.4% | +122.7% |
| 3Y | +183.7% | +210.9% | -27.2% | +91.9% |
| All | +183.7% | +211.8% | -28.2% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling