+39.8%
BKNG vs NOK
+182.2%
-142.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -10.7% | +8.7% | -19.4% | -10.8% |
| 30D | -18.1% | +12.5% | -30.6% | -18.4% |
| 3M | +8.5% | -20.7% | +29.3% | +9.8% |
| 6M | -0.1% | +36.2% | -36.2% | -5.3% |
| YTD | -18.2% | +64.1% | -82.4% | -24.5% |
| 1Y | -19.9% | +132.4% | -152.2% | -31.2% |
| All | +39.8% | +182.2% | -142.3% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling