+45.5%
NOK vs COMP
-17.6%
+63.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.1% | +1.6% |
| 7D | -10.5% | +13.4% | -24.0% | -11.7% |
| 30D | -27.9% | +11.1% | -39.0% | -28.8% |
| 3M | -18.8% | -18.8% | +0.1% | -17.3% |
| 6M | -41.9% | +10.5% | -52.4% | -42.9% |
| YTD | +18.4% | -3.4% | +21.8% | +16.7% |
| 1Y | +10.9% | +19.7% | -8.8% | +6.7% |
| 3Y | +137.9% | +381.6% | -243.7% | +85.0% |
| All | +45.5% | -17.6% | +63.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling