+1,700.7%
NOK vs ROK
+8,390.9%
-6,690.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +9.3% | +0.2% | +9.2% | +9.2% |
| 30D | +17.9% | -1.8% | +19.7% | +18.9% |
| 3M | -22.3% | -7.2% | -15.1% | -19.7% |
| 6M | +36.4% | +14.2% | +22.2% | +28.5% |
| YTD | +66.3% | +10.6% | +55.7% | +58.0% |
| 1Y | +134.4% | +25.9% | +108.5% | +109.6% |
| 3Y | +186.6% | +50.8% | +135.8% | +125.7% |
| 5Y | +102.7% | +47.0% | +55.6% | +56.9% |
| 10Y | +129.8% | +354.9% | -225.1% | -3.8% |
| All | +1,700.7% | +8,390.9% | -6,690.2% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling