+183.7%
NOK vs COO
-23.3%
+207.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +6.4% |
| 7D | +7.3% | -2.3% | +9.5% | +7.4% |
| 30D | +13.8% | -8.8% | +22.6% | +14.7% |
| 3M | -27.0% | +1.3% | -28.4% | -27.6% |
| 6M | +37.6% | -11.6% | +49.2% | +41.5% |
| YTD | +64.6% | -17.4% | +82.0% | +72.1% |
| 1Y | +132.0% | -1.6% | +133.6% | +131.1% |
| 3Y | +183.7% | -22.6% | +206.3% | +196.3% |
| All | +183.7% | -23.3% | +207.0% | +196.3% |
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