+118.0%
NOK vs RVTY
+57.1%
+60.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -1.8% | +1.1% | -2.9% | -1.8% |
| 30D | +4.7% | +13.2% | -8.5% | +4.4% |
| 3M | -39.7% | +27.2% | -66.9% | -39.9% |
| 6M | +23.1% | +32.4% | -9.3% | +21.9% |
| YTD | +55.0% | +34.9% | +20.2% | +53.3% |
| 1Y | +118.0% | +52.4% | +65.7% | +109.8% |
| All | +118.0% | +57.1% | +60.9% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling