+138.6%
NOK vs ROST
+317.9%
-179.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.1% |
| 7D | +11.0% | +0.2% | +10.8% | +10.9% |
| 30D | +7.8% | -6.9% | +14.7% | +9.9% |
| 3M | -21.0% | -3.3% | -17.7% | -20.6% |
| 6M | +40.9% | +9.0% | +31.8% | +36.2% |
| YTD | +72.0% | +28.9% | +43.2% | +58.0% |
| 1Y | +140.9% | +54.0% | +86.9% | +109.4% |
| 3Y | +194.3% | +100.7% | +93.5% | +133.3% |
| 5Y | +112.5% | +116.0% | -3.5% | +60.4% |
| All | +138.6% | +317.9% | -179.3% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling