+147.0%
NOK vs COP
+34.5%
+112.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | +5.4% | +4.4% | +0.9% | +5.2% |
| 30D | -14.1% | 0.0% | -14.1% | -14.2% |
| 3M | -23.6% | +15.0% | -38.6% | -24.1% |
| 6M | -45.1% | +22.0% | -67.1% | -45.6% |
| YTD | +24.7% | +55.3% | -30.6% | +20.3% |
| 1Y | +19.0% | +64.1% | -45.1% | +13.9% |
| 3Y | +147.0% | +34.1% | +113.0% | +132.6% |
| All | +147.0% | +34.5% | +112.5% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling