+140.9%
NOK vs ROK
+27.3%
+113.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.9% |
| 7D | +11.0% | -1.2% | +12.2% | +11.7% |
| 30D | +7.8% | -4.8% | +12.7% | +10.7% |
| 3M | -21.0% | -6.1% | -14.9% | -18.5% |
| 6M | +40.9% | +15.5% | +25.4% | +35.8% |
| YTD | +72.0% | +11.2% | +60.9% | +65.5% |
| 1Y | +140.9% | +23.8% | +117.1% | +124.6% |
| All | +140.9% | +27.3% | +113.6% | +124.6% |
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