+118.0%
NOK vs BAH
-28.2%
+146.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.1% | +2.5% |
| 7D | -1.8% | -3.2% | +1.5% | -2.1% |
| 30D | +4.7% | +2.0% | +2.7% | +5.0% |
| 3M | -39.7% | -7.6% | -32.0% | -38.1% |
| 6M | +23.1% | -5.7% | +28.7% | +26.7% |
| YTD | +55.0% | -11.7% | +66.7% | +60.3% |
| 1Y | +118.0% | -27.4% | +145.4% | +124.8% |
| All | +118.0% | -28.2% | +146.3% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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