+130.6%
NOK vs COO
+37.7%
+92.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.3% | +2.9% |
| 7D | +9.3% | -9.0% | +18.3% | +12.3% |
| 30D | +17.9% | -16.8% | +34.7% | +24.3% |
| 3M | -22.3% | -7.5% | -14.8% | -21.2% |
| 6M | +36.4% | -16.3% | +52.7% | +42.2% |
| YTD | +66.3% | -22.5% | +88.9% | +78.2% |
| 1Y | +134.4% | -7.0% | +141.4% | +133.3% |
| 3Y | +186.6% | -27.5% | +214.0% | +204.0% |
| 5Y | +102.7% | -43.3% | +146.0% | +131.0% |
| All | +130.6% | +37.7% | +92.9% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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