+60.7%
NOK vs COMP
-10.9%
+71.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | -14.1% | +16.6% | -30.7% | -15.6% |
| 3M | -23.6% | -23.5% | -0.1% | -21.8% |
| 6M | -45.1% | +25.7% | -70.9% | -46.8% |
| YTD | +24.7% | -3.4% | +28.1% | +22.9% |
| 1Y | +19.0% | +7.6% | +11.4% | +15.9% |
| 3Y | +147.0% | +423.6% | -276.6% | +90.3% |
| All | +60.7% | -10.9% | +71.6% | +44.1% |
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