+21.3%
NOK vs ROL
-34.1%
+55.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -2.0% |
| 7D | -10.4% | +14.6% | -25.0% | -7.6% |
| 30D | -19.0% | +29.3% | -48.3% | -15.4% |
| 3M | -16.7% | +2.0% | -18.7% | -14.5% |
| 6M | -37.1% | -28.5% | -8.6% | -31.8% |
| YTD | +27.7% | -35.3% | +63.0% | +49.1% |
| 1Y | +21.3% | -34.7% | +56.0% | +42.5% |
| All | +21.3% | -34.1% | +55.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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