+1,285.7%
NOK vs RVTY
+3,027.1%
-1,741.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +11.0% | +4.1% | +6.9% | +9.4% |
| 30D | -16.0% | +1.3% | -17.3% | -16.2% |
| 3M | -19.8% | +33.3% | -53.0% | -28.2% |
| 6M | -37.1% | +58.3% | -95.4% | -47.7% |
| YTD | +28.0% | +62.7% | -34.7% | +3.9% |
| 1Y | +17.9% | +67.2% | -49.3% | -5.5% |
| 3Y | +152.7% | +87.3% | +65.4% | +86.5% |
| 5Y | +62.3% | -13.4% | +75.7% | +56.8% |
| 10Y | +128.1% | +217.2% | -89.1% | +26.7% |
| All | +1,285.7% | +3,027.1% | -1,741.4% | +340.0% |
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