+127.6%
NOK vs RRC
+6.5%
+121.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +8.7% | -1.2% | +9.9% | +8.8% |
| 30D | +12.5% | +3.0% | +9.5% | +12.0% |
| 3M | -20.7% | +7.3% | -28.0% | -21.7% |
| 6M | +36.2% | +3.6% | +32.6% | +35.0% |
| YTD | +64.1% | +19.4% | +44.8% | +59.7% |
| 1Y | +132.4% | +21.4% | +111.0% | +125.0% |
| 3Y | +182.9% | +32.8% | +150.1% | +167.5% |
| 5Y | +102.8% | +152.0% | -49.2% | +72.5% |
| All | +127.6% | +6.5% | +121.1% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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