+127.7%
NOK vs COMP
-49.2%
+176.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +6.2% |
| 7D | -1.4% | +14.5% | -16.0% | -2.8% |
| 30D | -21.0% | +14.9% | -36.0% | -22.2% |
| 3M | -12.6% | -14.2% | +1.6% | -11.6% |
| 6M | -36.2% | +23.7% | -59.9% | -38.0% |
| YTD | +26.4% | +2.1% | +24.3% | +24.0% |
| 1Y | +19.6% | +26.2% | -6.6% | +14.7% |
| 3Y | +152.6% | +470.9% | -318.3% | +95.0% |
| 5Y | +57.3% | -14.0% | +71.3% | +35.3% |
| All | +127.7% | -49.2% | +176.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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