+138.6%
NOK vs RRX
+228.4%
-89.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.6% |
| 7D | +11.0% | -0.3% | +11.3% | +11.1% |
| 30D | +7.8% | -6.1% | +14.0% | +10.1% |
| 3M | -21.0% | -23.1% | +2.0% | -14.1% |
| 6M | +40.9% | -19.5% | +60.4% | +50.3% |
| YTD | +72.0% | +16.1% | +56.0% | +62.1% |
| 1Y | +140.9% | +12.9% | +128.0% | +127.0% |
| 3Y | +194.3% | +7.9% | +186.3% | +167.1% |
| 5Y | +112.5% | +19.1% | +93.4% | +81.6% |
| All | +138.6% | +228.4% | -89.8% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling