+151.8%
NOK vs COO
-22.2%
+174.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.9% |
| 7D | -2.7% | +4.5% | -7.2% | -2.9% |
| 30D | -20.4% | +16.9% | -37.3% | -21.1% |
| 3M | -9.6% | -16.7% | +7.1% | -8.1% |
| 6M | -35.6% | +5.9% | -41.6% | -37.0% |
| YTD | +27.5% | -22.4% | +49.9% | +34.1% |
| 1Y | +18.4% | -10.1% | +28.5% | +20.0% |
| 3Y | +151.8% | -22.8% | +174.6% | +157.6% |
| All | +151.8% | -22.2% | +174.0% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling