+102.7%
NOK vs RRC
+154.4%
-51.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +9.3% | -1.7% | +11.1% | +9.6% |
| 30D | +17.9% | +3.6% | +14.3% | +17.3% |
| 3M | -22.3% | +8.8% | -31.2% | -23.4% |
| 6M | +36.4% | +0.8% | +35.6% | +35.7% |
| YTD | +66.3% | +19.0% | +47.3% | +61.4% |
| 1Y | +134.4% | +22.9% | +111.5% | +125.5% |
| 3Y | +186.6% | +32.3% | +154.3% | +168.6% |
| 5Y | +102.7% | +151.6% | -48.9% | +74.9% |
| All | +102.7% | +154.4% | -51.7% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling