+138.6%
NOK vs BAH
+207.9%
-69.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +11.0% | +4.3% | +6.7% | +10.2% |
| 30D | +7.8% | -2.5% | +10.3% | +8.2% |
| 3M | -21.0% | -0.9% | -20.1% | -21.1% |
| 6M | +40.9% | +1.5% | +39.4% | +39.9% |
| YTD | +72.0% | -8.0% | +80.0% | +72.6% |
| 1Y | +140.9% | -24.7% | +165.6% | +151.2% |
| 3Y | +194.3% | -28.4% | +222.7% | +196.3% |
| 5Y | +112.5% | +2.8% | +109.7% | +86.6% |
| All | +138.6% | +207.9% | -69.4% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling