+127.6%
NOK vs ROP
+135.7%
-8.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +8.7% | -8.0% | +16.7% | +12.0% |
| 30D | +12.5% | -2.7% | +15.2% | +13.3% |
| 3M | -20.7% | +16.6% | -37.3% | -27.3% |
| 6M | +36.2% | +10.4% | +25.8% | +27.3% |
| YTD | +64.1% | -12.1% | +76.2% | +69.9% |
| 1Y | +132.4% | -23.6% | +156.0% | +156.0% |
| 3Y | +182.9% | -19.3% | +202.2% | +198.5% |
| 5Y | +102.8% | -15.4% | +118.2% | +105.6% |
| All | +127.6% | +135.7% | -8.1% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling