+1,677.3%
NOK vs RRX
+1,937.5%
-260.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.5% |
| 7D | +8.7% | -3.7% | +12.4% | +10.4% |
| 30D | +12.5% | -9.3% | +21.8% | +16.9% |
| 3M | -20.7% | -21.8% | +1.0% | -13.0% |
| 6M | +36.2% | -22.0% | +58.2% | +48.5% |
| YTD | +64.1% | +11.9% | +52.2% | +53.0% |
| 1Y | +132.4% | +11.6% | +120.8% | +114.3% |
| 3Y | +182.9% | +2.2% | +180.7% | +151.8% |
| 5Y | +102.8% | +14.9% | +87.9% | +67.2% |
| 10Y | +126.8% | +214.2% | -87.4% | +11.1% |
| All | +1,677.3% | +1,937.5% | -260.2% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling