+118.0%
NOK vs RRX
+14.9%
+103.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -1.8% | +3.4% | -5.2% | -2.9% |
| 30D | +4.7% | -11.1% | +15.8% | +8.9% |
| 3M | -39.7% | -23.7% | -15.9% | -34.1% |
| 6M | +23.1% | -22.0% | +45.1% | +32.5% |
| YTD | +55.0% | +16.5% | +38.5% | +66.5% |
| 1Y | +118.0% | +11.5% | +106.5% | +133.8% |
| All | +118.0% | +14.9% | +103.2% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling