+138.6%
NOK vs COPX
+583.8%
-445.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +11.0% | -2.3% | +13.3% | +11.9% |
| 30D | +7.8% | +0.3% | +7.6% | +7.5% |
| 3M | -21.0% | +6.8% | -27.8% | -23.1% |
| 6M | +40.9% | +7.9% | +32.9% | +36.1% |
| YTD | +72.0% | +23.7% | +48.3% | +55.9% |
| 1Y | +140.9% | +71.5% | +69.4% | +92.2% |
| 3Y | +194.3% | +149.1% | +45.2% | +97.1% |
| 5Y | +112.5% | +167.3% | -54.8% | +34.5% |
| All | +138.6% | +583.8% | -445.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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