+1,700.7%
NOK vs COO
+15,328.1%
-13,627.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.3% | +2.3% |
| 7D | +9.3% | -9.0% | +18.3% | +11.3% |
| 30D | +17.9% | -16.8% | +34.7% | +22.0% |
| 3M | -22.3% | -7.5% | -14.8% | -21.5% |
| 6M | +36.4% | -16.3% | +52.7% | +39.7% |
| YTD | +66.3% | -22.5% | +88.9% | +73.1% |
| 1Y | +134.4% | -7.0% | +141.4% | +134.2% |
| 3Y | +186.6% | -27.5% | +214.0% | +197.5% |
| 5Y | +102.7% | -43.3% | +146.0% | +119.9% |
| 10Y | +129.8% | +37.6% | +92.2% | +108.8% |
| All | +1,700.7% | +15,328.1% | -13,627.4% | +893.3% |
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 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