+1,285.7%
NOK vs COO
+15,014.6%
-13,728.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +11.0% | -2.1% | +13.1% | +11.5% |
| 30D | -16.0% | +13.9% | -29.9% | -18.4% |
| 3M | -19.8% | -18.9% | -0.8% | -17.0% |
| 6M | -37.1% | +3.7% | -40.9% | -38.6% |
| YTD | +28.0% | -24.1% | +52.1% | +32.9% |
| 1Y | +17.9% | -14.2% | +32.2% | +19.3% |
| 3Y | +152.7% | -24.5% | +177.2% | +158.7% |
| 5Y | +62.3% | -40.4% | +102.7% | +73.4% |
| 10Y | +128.1% | +40.5% | +87.5% | +105.3% |
| All | +1,285.7% | +15,014.6% | -13,728.9% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling