+21.3%
NOK vs ROST
+54.7%
-33.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -2.4% |
| 7D | -10.4% | +7.8% | -18.2% | -10.2% |
| 30D | -19.0% | +8.6% | -27.6% | -18.9% |
| 3M | -16.7% | -1.9% | -14.8% | -16.4% |
| 6M | -37.1% | +9.1% | -46.3% | -37.4% |
| YTD | +27.7% | +37.2% | -9.6% | +22.7% |
| 1Y | +21.3% | +52.7% | -31.4% | +14.1% |
| All | +21.3% | +54.7% | -33.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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