+1,312.4%
NOK vs ROL
+4,299.9%
-2,987.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.2% | +0.8% | +1.4% | +1.8% |
| 30D | -14.7% | +20.6% | -35.3% | -21.6% |
| 3M | -10.6% | +4.5% | -15.1% | -13.5% |
| 6M | -39.4% | -26.5% | -12.9% | -32.9% |
| YTD | +30.4% | -34.8% | +65.3% | +51.2% |
| 1Y | +22.3% | -33.2% | +55.5% | +40.0% |
| 3Y | +157.6% | +4.5% | +153.1% | +137.6% |
| 5Y | +64.6% | +15.5% | +49.0% | +41.7% |
| 10Y | +132.5% | +217.2% | -84.8% | +16.7% |
| All | +1,312.4% | +4,299.9% | -2,987.4% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling