+118.0%
NOK vs RUN
-46.2%
+164.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -1.8% | +1.3% | -3.0% | -1.9% |
| 30D | +4.7% | -15.3% | +19.9% | +6.0% |
| 3M | -39.7% | -40.0% | +0.4% | -38.2% |
| 6M | +23.1% | -27.0% | +50.0% | +26.2% |
| YTD | +55.0% | -51.7% | +106.7% | +58.7% |
| 1Y | +118.0% | -45.9% | +163.9% | +127.4% |
| All | +118.0% | -46.2% | +164.2% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling