+133.9%
NOK vs BAH
+199.5%
-65.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +11.0% | -2.6% | +13.6% | +11.3% |
| 30D | -16.0% | +20.4% | -36.4% | -18.4% |
| 3M | -19.8% | +11.9% | -31.6% | -21.4% |
| 6M | -37.1% | +17.1% | -54.3% | -39.0% |
| YTD | +28.0% | +5.5% | +22.4% | +25.5% |
| 1Y | +17.9% | +5.6% | +12.3% | +15.4% |
| 3Y | +152.7% | -26.5% | +179.3% | +157.5% |
| 5Y | +62.3% | +6.5% | +55.8% | +44.5% |
| All | +133.9% | +199.5% | -65.7% | +57.9% |
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