+1,578.5%
NOK vs ROL
+3,980.2%
-2,401.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +2.5% |
| 7D | -1.8% | -1.4% | -0.3% | -1.2% |
| 30D | +4.7% | -4.1% | +8.8% | +6.3% |
| 3M | -39.7% | -22.5% | -17.1% | -33.7% |
| 6M | +23.1% | -37.7% | +60.7% | +47.5% |
| YTD | +55.0% | -39.6% | +94.6% | +87.7% |
| 1Y | +118.0% | -36.0% | +154.1% | +156.2% |
| 3Y | +170.5% | -5.1% | +175.6% | +162.2% |
| 5Y | +84.9% | -3.4% | +88.2% | +72.8% |
| 10Y | +112.0% | +215.2% | -103.3% | +7.5% |
| All | +1,578.5% | +3,980.2% | -2,401.7% | +102.4% |
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