+1,682.3%
NOK vs RTX
+7,496.1%
-5,813.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | +7.3% | -3.1% | +10.3% | +9.0% |
| 30D | +13.8% | -10.6% | +24.3% | +20.4% |
| 3M | -27.0% | +11.6% | -38.7% | -32.1% |
| 6M | +37.6% | -4.5% | +42.1% | +38.6% |
| YTD | +64.6% | +9.6% | +55.0% | +53.5% |
| 1Y | +132.0% | +30.8% | +101.2% | +95.4% |
| 3Y | +183.7% | +152.8% | +30.8% | +61.1% |
| 5Y | +101.3% | +167.1% | -65.8% | +8.3% |
| 10Y | +122.4% | +275.2% | -152.8% | -13.3% |
| All | +1,682.3% | +7,496.1% | -5,813.8% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling