+147.0%
NOK vs BAX
-18.0%
+165.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | -14.1% | +4.1% | -18.2% | -14.6% |
| 3M | -23.6% | -4.5% | -19.0% | -23.2% |
| 6M | -45.1% | +49.2% | -94.4% | -48.8% |
| YTD | +24.7% | +35.2% | -10.5% | +17.7% |
| 1Y | +19.0% | +38.3% | -19.3% | +11.7% |
| 3Y | +147.0% | -19.0% | +166.1% | +132.4% |
| All | +147.0% | -18.0% | +165.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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