+19.5%
NOK vs COPX
+200.8%
-181.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +9.3% | +6.0% | +3.4% | +6.8% |
| 30D | +17.9% | +6.4% | +11.4% | +14.7% |
| 3M | -22.3% | +19.3% | -41.6% | -27.8% |
| 6M | +36.4% | +16.2% | +20.1% | +27.2% |
| YTD | +66.3% | +33.2% | +33.1% | +44.5% |
| 1Y | +134.4% | +90.2% | +44.2% | +74.3% |
| 3Y | +186.6% | +175.7% | +10.9% | +75.7% |
| 5Y | +102.7% | +193.1% | -90.4% | +16.8% |
| 10Y | +129.8% | +619.4% | -489.6% | -21.3% |
| All | +19.5% | +200.8% | -181.3% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling