+1,250.5%
NOK vs ROL
+4,346.8%
-3,096.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.6% |
| 7D | +5.4% | +3.0% | +2.4% | +4.1% |
| 30D | -14.1% | +19.8% | -33.9% | -20.8% |
| 3M | -23.6% | +7.9% | -31.5% | -27.0% |
| 6M | -45.1% | -25.6% | -19.5% | -39.6% |
| YTD | +24.7% | -34.1% | +58.9% | +43.9% |
| 1Y | +19.0% | -31.4% | +50.4% | +34.7% |
| 3Y | +147.0% | +4.7% | +142.3% | +127.6% |
| 5Y | +58.2% | +15.6% | +42.6% | +36.2% |
| 10Y | +122.3% | +220.6% | -98.3% | +11.1% |
| All | +1,250.5% | +4,346.8% | -3,096.2% | +55.2% |
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