+287.5%
NOK vs RL
+1,517.3%
-1,229.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.2% |
| 7D | +5.4% | +2.6% | +2.8% | +4.6% |
| 30D | -14.1% | +2.9% | -17.1% | -14.8% |
| 3M | -23.6% | 0.0% | -23.6% | -23.7% |
| 6M | -45.1% | +17.1% | -62.2% | -47.9% |
| YTD | +24.7% | +10.1% | +14.6% | +19.8% |
| 1Y | +19.0% | +17.3% | +1.7% | +12.0% |
| 3Y | +147.0% | +249.3% | -102.3% | +62.4% |
| 5Y | +58.2% | +240.9% | -182.7% | +2.6% |
| 10Y | +122.3% | +337.3% | -215.0% | +20.3% |
| All | +287.5% | +1,517.3% | -1,229.8% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling