+1,578.5%
NOK vs RRC
+830.1%
+748.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +2.8% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | +4.7% | +10.1% | -5.4% | +3.0% |
| 3M | -39.7% | +4.0% | -43.7% | -40.2% |
| 6M | +23.1% | +1.6% | +21.5% | +22.1% |
| YTD | +55.0% | +19.7% | +35.3% | +49.5% |
| 1Y | +118.0% | +21.4% | +96.6% | +109.0% |
| 3Y | +170.5% | +29.7% | +140.8% | +152.4% |
| 5Y | +84.9% | +153.9% | -69.0% | +47.9% |
| 10Y | +112.0% | +10.8% | +101.2% | +68.4% |
| All | +1,578.5% | +830.1% | +748.4% | +816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling