+138.6%
NOK vs COST
+611.6%
-473.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -1.2% | +12.2% | +11.4% |
| 30D | +7.8% | -4.7% | +12.6% | +9.4% |
| 3M | -21.0% | -7.1% | -13.9% | -19.6% |
| 6M | +40.9% | -8.5% | +49.4% | +43.5% |
| YTD | +72.0% | +5.4% | +66.6% | +65.8% |
| 1Y | +140.9% | -5.6% | +146.5% | +141.5% |
| 3Y | +194.3% | +68.5% | +125.8% | +129.4% |
| 5Y | +112.5% | +105.2% | +7.3% | +49.7% |
| All | +138.6% | +611.6% | -473.1% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling