+1,682.3%
NOK vs ROST
+68,821.1%
-67,138.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +7.3% | +0.2% | +7.0% | +7.2% |
| 30D | +13.8% | -10.0% | +23.8% | +17.0% |
| 3M | -27.0% | +1.2% | -28.2% | -27.6% |
| 6M | +37.6% | +8.9% | +28.7% | +33.2% |
| YTD | +64.6% | +28.1% | +36.5% | +51.9% |
| 1Y | +132.0% | +53.0% | +79.1% | +103.1% |
| 3Y | +183.7% | +97.9% | +85.8% | +128.1% |
| 5Y | +101.3% | +112.0% | -10.7% | +55.1% |
| 10Y | +122.4% | +303.0% | -180.6% | +34.5% |
| All | +1,682.3% | +68,821.1% | -67,138.9% | +288.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling