+118.0%
NOK vs ROK
+29.3%
+88.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.0% |
| 7D | -1.8% | +0.7% | -2.4% | -2.1% |
| 30D | +4.7% | -3.3% | +8.0% | +6.6% |
| 3M | -39.7% | -5.9% | -33.8% | -37.7% |
| 6M | +23.1% | +13.9% | +9.2% | +18.7% |
| YTD | +55.0% | +12.6% | +42.4% | +48.2% |
| 1Y | +118.0% | +28.6% | +89.4% | +99.1% |
| All | +118.0% | +29.3% | +88.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling