+21.3%
NOK vs ROP
+10.4%
+10.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -0.5% |
| 7D | -10.4% | +11.7% | -22.1% | -4.8% |
| 30D | -19.0% | +35.5% | -54.5% | -5.2% |
| 3M | -16.7% | +25.6% | -42.4% | -5.0% |
| 6M | -37.1% | +39.3% | -76.4% | -25.5% |
| YTD | +27.7% | +11.6% | +16.0% | +53.5% |
| 1Y | +21.3% | +10.6% | +10.7% | +46.2% |
| All | +21.3% | +10.4% | +10.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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