+184.5%
NOK vs ROP
-18.8%
+203.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.0% |
| 7D | +9.3% | -6.1% | +15.5% | +9.2% |
| 30D | +17.9% | -3.4% | +21.2% | +17.7% |
| 3M | -22.3% | +16.7% | -39.0% | -23.7% |
| 6M | +36.4% | +8.1% | +28.3% | +35.8% |
| YTD | +66.3% | -11.7% | +78.0% | +73.7% |
| 1Y | +134.4% | -24.2% | +158.6% | +156.1% |
| All | +184.5% | -18.8% | +203.2% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling