+29.4%
NOK vs BAH
+1,071.0%
-1,041.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +11.0% | -3.2% | +14.2% | +11.7% |
| 30D | -16.0% | +19.5% | -35.6% | -19.2% |
| 3M | -19.8% | +11.1% | -30.9% | -22.0% |
| 6M | -37.1% | +16.3% | -53.5% | -39.9% |
| YTD | +28.0% | +4.8% | +23.2% | +24.0% |
| 1Y | +17.9% | +4.9% | +13.1% | +14.0% |
| 3Y | +152.7% | -27.0% | +179.8% | +157.1% |
| 5Y | +62.3% | +5.7% | +56.5% | +44.7% |
| 10Y | +128.1% | +201.0% | -72.9% | +45.0% |
| All | +29.4% | +1,071.0% | -1,041.6% | -53.6% |
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