+138.6%
NOK vs ROK
+357.9%
-219.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | +11.0% | -1.2% | +12.2% | +11.5% |
| 30D | +7.8% | -4.8% | +12.7% | +9.9% |
| 3M | -21.0% | -6.1% | -14.9% | -19.1% |
| 6M | +40.9% | +15.5% | +25.4% | +33.8% |
| YTD | +72.0% | +11.2% | +60.9% | +64.9% |
| 1Y | +140.9% | +23.8% | +117.1% | +121.6% |
| 3Y | +194.3% | +53.1% | +141.1% | +141.4% |
| 5Y | +112.5% | +48.3% | +64.2% | +71.6% |
| All | +138.6% | +357.9% | -219.4% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling