+26.1%
NOK vs BAH
+1,076.0%
-1,049.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | +5.4% | +1.7% | +3.6% | +5.0% |
| 30D | -14.1% | +20.8% | -34.9% | -17.6% |
| 3M | -23.6% | +11.6% | -35.1% | -25.8% |
| 6M | -45.1% | +23.1% | -68.2% | -48.1% |
| YTD | +24.7% | +5.3% | +19.5% | +20.7% |
| 1Y | +19.0% | +6.1% | +12.9% | +14.7% |
| 3Y | +147.0% | -27.5% | +174.5% | +151.9% |
| 5Y | +58.2% | +6.2% | +52.0% | +40.9% |
| 10Y | +122.3% | +202.2% | -80.0% | +41.2% |
| All | +26.1% | +1,076.0% | -1,049.9% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling