+115.1%
NOK vs TROW
-39.3%
+154.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.3% |
| 7D | +11.0% | -3.2% | +14.1% | +12.5% |
| 30D | +7.8% | -4.6% | +12.5% | +10.0% |
| 3M | -21.0% | -0.7% | -20.4% | -21.4% |
| 6M | +40.9% | +22.2% | +18.7% | +28.2% |
| YTD | +72.0% | +6.6% | +65.4% | +65.0% |
| 1Y | +140.9% | +5.8% | +135.1% | +131.1% |
| 3Y | +194.3% | +11.6% | +182.6% | +168.5% |
| All | +115.1% | -39.3% | +154.5% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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