+1,250.5%
NOK vs RVTY
+2,974.7%
-1,724.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.9% |
| 7D | +5.4% | -0.5% | +5.8% | +5.6% |
| 30D | -14.1% | +1.5% | -15.7% | -14.4% |
| 3M | -23.6% | +31.5% | -55.0% | -31.2% |
| 6M | -45.1% | +62.7% | -107.8% | -54.7% |
| YTD | +24.7% | +60.0% | -35.2% | +1.9% |
| 1Y | +19.0% | +65.7% | -46.7% | -4.3% |
| 3Y | +147.0% | +85.2% | +61.8% | +83.0% |
| 5Y | +58.2% | -14.9% | +73.1% | +53.8% |
| 10Y | +122.3% | +211.9% | -89.6% | +24.2% |
| All | +1,250.5% | +2,974.7% | -1,724.2% | +331.6% |
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