+101.3%
NOK vs RL
+241.4%
-140.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.5% |
| 7D | +7.3% | +1.9% | +5.4% | +6.6% |
| 30D | +13.8% | -12.2% | +26.0% | +18.1% |
| 3M | -27.0% | -6.6% | -20.4% | -25.8% |
| 6M | +37.6% | +3.2% | +34.4% | +35.1% |
| YTD | +64.6% | -1.3% | +65.9% | +63.2% |
| 1Y | +132.0% | +13.6% | +118.4% | +118.7% |
| 3Y | +183.7% | +210.9% | -27.2% | +75.9% |
| 5Y | +101.3% | +246.9% | -145.6% | +16.4% |
| All | +101.3% | +241.4% | -140.1% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling