+176.0%
NOK vs RVMD
+636.2%
-460.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +9.3% | -0.7% | +10.1% | +9.5% |
| 30D | +17.9% | +0.3% | +17.5% | +17.7% |
| 3M | -22.3% | +38.9% | -61.2% | -26.1% |
| 6M | +36.4% | +108.1% | -71.7% | +21.3% |
| YTD | +66.3% | +160.7% | -94.4% | +42.1% |
| 1Y | +134.4% | +407.3% | -272.9% | +82.0% |
| 3Y | +186.6% | +546.6% | -360.0% | +105.5% |
| 5Y | +102.7% | +579.8% | -477.1% | +35.2% |
| All | +176.0% | +636.2% | -460.2% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling