+35.0%
NOK vs ROST
+9.7%
+25.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.2% |
| 7D | +7.3% | 0.0% | +7.2% | +7.2% |
| 30D | +13.8% | -10.2% | +23.9% | +13.7% |
| 3M | -27.0% | +1.0% | -28.0% | -27.2% |
| All | +35.0% | +9.7% | +25.3% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling