-13.6%
BKNG vs NOK
+19.5%
-33.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.4% | +9.6% |
| 7D | +15.6% | -10.4% | +26.0% | +14.6% |
| 30D | +8.0% | -19.0% | +27.0% | +6.7% |
| 3M | -11.8% | -16.7% | +5.0% | -12.5% |
| 6M | +3.8% | -37.1% | +40.9% | +2.6% |
| YTD | -19.6% | +27.7% | -47.3% | -27.6% |
| 1Y | -13.6% | +21.3% | -34.9% | -20.3% |
| All | -13.6% | +19.5% | -33.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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