+132.0%
NOK vs COMP
+11.9%
+120.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.4% |
| 7D | +7.3% | +4.1% | +3.2% | +6.9% |
| 30D | +13.8% | -14.5% | +28.3% | +14.8% |
| 3M | -27.0% | +41.8% | -68.8% | -28.0% |
| 6M | +37.6% | +23.6% | +14.0% | +36.6% |
| YTD | +64.6% | +1.7% | +62.9% | +63.8% |
| 1Y | +132.0% | +12.6% | +119.5% | +133.2% |
| All | +132.0% | +11.9% | +120.2% | +133.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling