+102.7%
NOK vs ROP
-16.4%
+119.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.3% |
| 7D | +9.3% | -6.1% | +15.5% | +10.7% |
| 30D | +17.9% | -3.4% | +21.2% | +18.5% |
| 3M | -22.3% | +16.7% | -39.0% | -26.8% |
| 6M | +36.4% | +8.1% | +28.3% | +31.7% |
| YTD | +66.3% | -11.7% | +78.0% | +73.8% |
| 1Y | +134.4% | -24.2% | +158.6% | +161.4% |
| 3Y | +186.6% | -19.0% | +205.5% | +201.4% |
| 5Y | +102.7% | -15.9% | +118.5% | +96.5% |
| All | +102.7% | -16.4% | +119.1% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling