+61.1%
NOK vs COO
-41.3%
+102.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -2.7% | +4.5% | -7.2% | -3.7% |
| 30D | -20.4% | +16.9% | -37.3% | -23.5% |
| 3M | -9.6% | -16.7% | +7.1% | -5.9% |
| 6M | -35.6% | +5.9% | -41.6% | -38.5% |
| YTD | +27.5% | -22.4% | +49.9% | +36.2% |
| 1Y | +18.4% | -10.1% | +28.5% | +19.3% |
| 3Y | +151.8% | -22.8% | +174.6% | +157.2% |
| 5Y | +61.1% | -41.4% | +102.5% | +76.7% |
| All | +61.1% | -41.3% | +102.4% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling