+36.4%
NOK vs COST
-9.4%
+45.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +0.3% |
| 7D | +9.3% | -2.8% | +12.1% | +6.7% |
| 30D | +17.9% | -5.3% | +23.1% | +12.5% |
| 3M | -22.3% | -6.7% | -15.6% | -24.7% |
| 6M | +36.4% | -9.9% | +46.3% | +28.8% |
| All | +36.4% | -9.4% | +45.8% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling