+127.6%
NOK vs COP
+344.8%
-217.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +8.7% | +1.0% | +7.7% | +8.5% |
| 30D | +12.5% | +9.6% | +2.9% | +10.2% |
| 3M | -20.7% | +15.0% | -35.8% | -23.5% |
| 6M | +36.2% | +21.8% | +14.4% | +29.3% |
| YTD | +64.1% | +49.6% | +14.5% | +48.2% |
| 1Y | +132.4% | +49.9% | +82.5% | +108.9% |
| 3Y | +182.9% | +22.6% | +160.2% | +162.3% |
| 5Y | +102.8% | +193.6% | -90.8% | +46.2% |
| All | +127.6% | +344.8% | -217.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling