+115.1%
NOK vs RVMD
+576.1%
-461.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -3.0% | +13.9% | +11.4% |
| 30D | +7.8% | -0.7% | +8.6% | +7.9% |
| 3M | -21.0% | +36.5% | -57.6% | -24.5% |
| 6M | +40.9% | +104.6% | -63.7% | +26.4% |
| YTD | +72.0% | +155.8% | -83.8% | +48.7% |
| 1Y | +140.9% | +340.7% | -199.8% | +94.0% |
| 3Y | +194.3% | +519.9% | -325.7% | +117.8% |
| All | +115.1% | +576.1% | -461.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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