+138.1%
NOK vs RSG
+2,013.0%
-1,874.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +9.3% | 0.0% | +9.4% | +9.3% |
| 30D | +17.9% | +3.7% | +14.2% | +16.1% |
| 3M | -22.3% | +6.2% | -28.5% | -24.8% |
| 6M | +36.4% | -2.8% | +39.2% | +35.9% |
| YTD | +66.3% | +5.9% | +60.4% | +60.3% |
| 1Y | +134.4% | -1.8% | +136.2% | +131.7% |
| 3Y | +186.6% | +57.5% | +129.1% | +133.1% |
| 5Y | +102.7% | +91.1% | +11.6% | +51.5% |
| 10Y | +129.8% | +428.1% | -298.3% | +14.3% |
| All | +138.1% | +2,013.0% | -1,874.8% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling