+138.6%
NOK vs RMD
+274.3%
-135.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +11.0% | -4.4% | +15.4% | +11.9% |
| 30D | +7.8% | -3.1% | +11.0% | +8.4% |
| 3M | -21.0% | +13.8% | -34.8% | -23.6% |
| 6M | +40.9% | -8.6% | +49.5% | +42.6% |
| YTD | +72.0% | -8.6% | +80.7% | +74.0% |
| 1Y | +140.9% | -19.7% | +160.6% | +150.7% |
| 3Y | +194.3% | +48.4% | +145.9% | +155.6% |
| 5Y | +112.5% | -22.7% | +135.3% | +114.5% |
| All | +138.6% | +274.3% | -135.8% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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