+1,127.7%
RSP vs NOK
+19.0%
+1,108.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -1.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.4% |
| 30D | -0.3% | +4.7% | -5.0% | -1.6% |
| 3M | +4.3% | -39.7% | +43.9% | +15.0% |
| 6M | +8.8% | +23.1% | -14.2% | +0.6% |
| YTD | +15.3% | +55.0% | -39.8% | +0.6% |
| 1Y | +18.3% | +118.0% | -99.8% | -6.0% |
| 3Y | +52.8% | +170.5% | -117.7% | +13.2% |
| 5Y | +51.7% | +84.9% | -33.2% | +21.6% |
| 10Y | +208.5% | +112.0% | +96.5% | +113.8% |
| All | +1,127.7% | +19.0% | +1,108.7% | +742.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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