+99.9%
NOK vs RUN
-29.4%
+129.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.5% | +5.8% |
| 7D | +7.3% | +10.2% | -2.9% | +6.3% |
| 30D | +13.8% | -9.6% | +23.4% | +14.7% |
| 3M | -27.0% | -31.5% | +4.5% | -24.6% |
| 6M | +37.6% | -18.7% | +56.3% | +39.4% |
| YTD | +64.6% | -49.9% | +114.5% | +71.6% |
| 1Y | +132.0% | -45.5% | +177.5% | +138.2% |
| 3Y | +183.7% | -34.1% | +217.8% | +157.4% |
| 5Y | +101.3% | -79.4% | +180.7% | +94.8% |
| 10Y | +122.4% | +48.9% | +73.4% | +56.3% |
| All | +99.9% | -29.4% | +129.3% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling