+115.1%
NOK vs RNG
-68.4%
+183.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | -6.1% | +17.1% | +11.8% |
| 30D | +7.8% | +9.6% | -1.8% | +6.4% |
| 3M | -21.0% | +83.3% | -104.3% | -27.9% |
| 6M | +40.9% | +77.9% | -37.1% | +28.4% |
| YTD | +72.0% | +139.9% | -67.9% | +47.9% |
| 1Y | +140.9% | +121.7% | +19.3% | +109.1% |
| 3Y | +194.3% | +121.9% | +72.4% | +146.5% |
| All | +115.1% | -68.4% | +183.5% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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