+1,280.6%
NOK vs COO
+15,350.0%
-14,069.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -2.7% | +4.5% | -7.2% | -3.6% |
| 30D | -20.4% | +16.9% | -37.3% | -23.0% |
| 3M | -9.6% | -16.7% | +7.1% | -7.1% |
| 6M | -35.6% | +5.9% | -41.6% | -37.5% |
| YTD | +27.5% | -22.4% | +49.9% | +31.9% |
| 1Y | +18.4% | -10.1% | +28.5% | +18.6% |
| 3Y | +151.8% | -22.8% | +174.6% | +156.6% |
| 5Y | +61.1% | -41.4% | +102.5% | +72.7% |
| 10Y | +123.7% | +41.3% | +82.4% | +101.1% |
| All | +1,280.6% | +15,350.0% | -14,069.3% | +656.8% |
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