+117.6%
NOK vs ROIV
+292.3%
-174.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -2.7% | +14.3% | -17.0% | -3.8% |
| 30D | -20.4% | +16.2% | -36.6% | -21.4% |
| 3M | -9.6% | +15.1% | -24.8% | -10.8% |
| 6M | -35.6% | +44.2% | -79.9% | -37.5% |
| YTD | +27.5% | +89.8% | -62.3% | +21.1% |
| 1Y | +18.4% | +94.6% | -76.2% | +12.2% |
| 3Y | +151.8% | +367.5% | -215.7% | +123.7% |
| 5Y | +61.1% | +421.4% | -360.3% | +31.0% |
| All | +117.6% | +292.3% | -174.6% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling