+57.3%
NOK vs ROIV
+433.0%
-375.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +6.3% |
| 7D | -1.4% | +13.3% | -14.8% | -2.7% |
| 30D | -21.0% | +14.8% | -35.8% | -22.1% |
| 3M | -12.6% | +11.9% | -24.5% | -13.7% |
| 6M | -36.2% | +42.4% | -78.6% | -38.4% |
| YTD | +26.4% | +87.4% | -61.0% | +18.7% |
| 1Y | +19.6% | +97.2% | -77.6% | +11.7% |
| 3Y | +152.6% | +375.7% | -223.1% | +117.1% |
| 5Y | +57.3% | +379.0% | -321.8% | +20.6% |
| All | +57.3% | +433.0% | -375.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling