+21.3%
NOK vs COST
+12.8%
+8.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -0.6% |
| 7D | -10.4% | +6.6% | -17.1% | -5.9% |
| 30D | -19.0% | +13.5% | -32.5% | -11.6% |
| 3M | -16.7% | +10.6% | -27.3% | -10.0% |
| 6M | -37.1% | +3.6% | -40.8% | -32.3% |
| YTD | +27.7% | +22.1% | +5.6% | +39.1% |
| 1Y | +21.3% | +11.9% | +9.4% | +31.5% |
| All | +21.3% | +12.8% | +8.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling