+126.8%
NOK vs RNG
+305.9%
-179.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +9.3% | -4.1% | +13.4% | +9.8% |
| 30D | +17.9% | +8.6% | +9.2% | +16.3% |
| 3M | -22.3% | +78.0% | -100.3% | -29.3% |
| 6M | +36.4% | +67.0% | -30.7% | +24.3% |
| YTD | +66.3% | +142.4% | -76.1% | +41.5% |
| 1Y | +134.4% | +120.4% | +14.0% | +101.7% |
| 3Y | +186.6% | +122.1% | +64.5% | +138.2% |
| 5Y | +102.7% | -69.8% | +172.5% | +111.5% |
| 10Y | +129.8% | +223.4% | -93.6% | +43.7% |
| All | +126.8% | +305.9% | -179.0% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling