+102.8%
NOK vs ROST
+107.5%
-4.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +8.7% | -2.5% | +11.2% | +9.5% |
| 30D | +12.5% | -10.3% | +22.8% | +15.9% |
| 3M | -20.7% | -2.6% | -18.2% | -20.6% |
| 6M | +36.2% | +6.5% | +29.6% | +32.1% |
| YTD | +64.1% | +25.9% | +38.2% | +50.6% |
| 1Y | +132.4% | +52.3% | +80.0% | +99.8% |
| 3Y | +182.9% | +94.6% | +88.3% | +120.2% |
| 5Y | +102.8% | +111.1% | -8.3% | +47.0% |
| All | +102.8% | +107.5% | -4.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling