+102.8%
NOK vs RUN
-81.3%
+184.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | +8.7% | -3.4% | +12.1% | +9.0% |
| 30D | +12.5% | -14.0% | +26.5% | +13.8% |
| 3M | -20.7% | -27.5% | +6.7% | -18.8% |
| 6M | +36.2% | -29.0% | +65.1% | +39.2% |
| YTD | +64.1% | -53.1% | +117.2% | +71.0% |
| 1Y | +132.4% | -46.7% | +179.1% | +138.1% |
| 3Y | +182.9% | -38.3% | +221.2% | +159.1% |
| 5Y | +102.8% | -80.7% | +183.5% | +95.7% |
| All | +102.8% | -81.3% | +184.0% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling