+56.7%
NOK vs BAH
+886.2%
-829.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.1% | +3.0% |
| 7D | -1.8% | -3.2% | +1.5% | -1.1% |
| 30D | +4.7% | +2.0% | +2.7% | +4.1% |
| 3M | -39.7% | -7.6% | -32.0% | -39.0% |
| 6M | +23.1% | -5.7% | +28.7% | +23.4% |
| YTD | +55.0% | -11.7% | +66.7% | +56.5% |
| 1Y | +118.0% | -27.4% | +145.4% | +129.6% |
| 3Y | +170.5% | -32.5% | +203.0% | +178.3% |
| 5Y | +84.9% | -3.3% | +88.2% | +66.7% |
| 10Y | +112.0% | +186.0% | -74.0% | +35.2% |
| All | +56.7% | +886.2% | -829.5% | -41.4% |
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