+1,578.5%
NOK vs RVTY
+2,492.2%
-913.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | +4.7% | +13.2% | -8.5% | -0.1% |
| 3M | -39.7% | +27.2% | -66.9% | -45.1% |
| 6M | +23.1% | +32.4% | -9.3% | +8.8% |
| YTD | +55.0% | +34.9% | +20.2% | +35.3% |
| 1Y | +118.0% | +52.4% | +65.7% | +80.6% |
| 3Y | +170.5% | +12.3% | +158.2% | +140.9% |
| 5Y | +84.9% | -30.8% | +115.7% | +94.4% |
| 10Y | +112.0% | +150.7% | -38.7% | +28.9% |
| All | +1,578.5% | +2,492.2% | -913.7% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling