+183.7%
NOK vs BAH
-32.1%
+215.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.2% |
| 7D | +7.3% | -4.3% | +11.6% | +7.1% |
| 30D | +13.8% | -4.5% | +18.2% | +13.7% |
| 3M | -27.0% | -7.6% | -19.4% | -26.2% |
| 6M | +37.6% | -10.6% | +48.2% | +39.3% |
| YTD | +64.6% | -12.6% | +77.2% | +66.5% |
| 1Y | +132.0% | -27.0% | +159.0% | +136.5% |
| 3Y | +183.7% | -31.5% | +215.1% | +186.0% |
| All | +183.7% | -32.1% | +215.8% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling