+1,682.3%
NOK vs COST
+18,298.6%
-16,616.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +7.3% | -3.2% | +10.4% | +8.6% |
| 30D | +13.8% | -4.0% | +17.8% | +15.5% |
| 3M | -27.0% | -6.5% | -20.5% | -25.7% |
| 6M | +37.6% | -8.5% | +46.1% | +40.8% |
| YTD | +64.6% | +6.0% | +58.6% | +57.9% |
| 1Y | +132.0% | -5.8% | +137.8% | +133.2% |
| 3Y | +183.7% | +71.8% | +111.8% | +117.3% |
| 5Y | +101.3% | +106.2% | -4.9% | +40.1% |
| 10Y | +122.4% | +602.0% | -479.7% | -10.3% |
| All | +1,682.3% | +18,298.6% | -16,616.3% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling