-37.1%
NOK vs BAH
+16.7%
-53.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.1% |
| 7D | +11.0% | -3.2% | +14.2% | +9.5% |
| 30D | -16.0% | +19.5% | -35.6% | -9.7% |
| 3M | -19.8% | +11.1% | -30.9% | -15.1% |
| 6M | -37.1% | +16.3% | -53.5% | -24.7% |
| All | -37.1% | +16.7% | -53.8% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling