+105.5%
NOK vs RTX
+161.3%
-55.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | +9.3% | -1.6% | +11.0% | +9.8% |
| 30D | +17.9% | -11.6% | +29.4% | +21.3% |
| 3M | -22.3% | +9.2% | -31.5% | -24.6% |
| 6M | +36.4% | -4.4% | +40.8% | +37.5% |
| YTD | +66.3% | +8.9% | +57.4% | +61.2% |
| 1Y | +134.4% | +32.1% | +102.3% | +113.5% |
| 3Y | +186.6% | +151.2% | +35.4% | +104.0% |
| All | +105.5% | +161.3% | -55.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 5y: compounded portfolio wealth divided by compounded RTX 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…
5y analysis · Full analysis span regression · 6 months rolling