+184.5%
NOK vs ROST
+93.3%
+91.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | +9.3% | -2.2% | +11.6% | +9.8% |
| 30D | +17.9% | -11.4% | +29.3% | +20.7% |
| 3M | -22.3% | -1.6% | -20.7% | -22.4% |
| 6M | +36.4% | +6.8% | +29.6% | +32.8% |
| YTD | +66.3% | +25.8% | +40.5% | +54.6% |
| 1Y | +134.4% | +52.4% | +82.0% | +105.9% |
| All | +184.5% | +93.3% | +91.2% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling