+118.0%
NOK vs SCCO
+105.9%
+12.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -1.8% | -5.3% | +3.5% | -0.1% |
| 30D | +4.7% | +0.9% | +3.8% | +4.1% |
| 3M | -39.7% | +2.4% | -42.1% | -40.5% |
| 6M | +23.1% | -2.4% | +25.4% | +21.0% |
| YTD | +55.0% | +42.4% | +12.6% | +40.8% |
| 1Y | +118.0% | +105.6% | +12.4% | +105.6% |
| All | +118.0% | +105.9% | +12.1% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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