+138.6%
NOK vs RUN
+42.2%
+96.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.9% |
| 7D | +11.0% | -3.7% | +14.7% | +11.4% |
| 30D | +7.8% | -13.0% | +20.9% | +9.2% |
| 3M | -21.0% | -31.8% | +10.8% | -18.3% |
| 6M | +40.9% | -32.2% | +73.1% | +45.2% |
| YTD | +72.0% | -53.5% | +125.5% | +80.9% |
| 1Y | +140.9% | -46.5% | +187.4% | +148.0% |
| 3Y | +194.3% | -37.6% | +231.9% | +166.1% |
| 5Y | +112.5% | -80.9% | +193.4% | +106.9% |
| All | +138.6% | +42.2% | +96.4% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling