+194.3%
NOK vs RSG
+57.7%
+136.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.1% | +4.9% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | +7.8% | +4.0% | +3.9% | +8.4% |
| 3M | -21.0% | +7.4% | -28.4% | -20.8% |
| 6M | +40.9% | +0.1% | +40.8% | +42.8% |
| YTD | +72.0% | +6.0% | +66.0% | +73.2% |
| 1Y | +140.9% | -3.0% | +143.9% | +147.1% |
| 3Y | +194.3% | +56.5% | +137.8% | +155.2% |
| All | +194.3% | +57.7% | +136.5% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling