+183.9%
NOK vs ROIV
+298.2%
-114.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +9.3% | +22.3% | -13.0% | +7.5% |
| 30D | +17.9% | +16.9% | +1.0% | +16.3% |
| 3M | -22.3% | +43.9% | -66.2% | -24.4% |
| 6M | +36.4% | +41.6% | -5.2% | +32.6% |
| YTD | +66.3% | +92.7% | -26.4% | +57.9% |
| 1Y | +134.4% | +210.2% | -75.7% | +114.9% |
| 3Y | +186.6% | +231.8% | -45.2% | +158.7% |
| 5Y | +102.7% | +319.8% | -217.1% | +54.2% |
| All | +183.9% | +298.2% | -114.3% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling