+184.5%
NOK vs BAX
-33.8%
+218.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | +9.3% | -5.1% | +14.4% | +10.0% |
| 30D | +17.9% | -12.2% | +30.0% | +19.8% |
| 3M | -22.3% | +21.8% | -44.1% | -24.9% |
| 6M | +36.4% | +36.3% | +0.1% | +28.6% |
| YTD | +66.3% | +27.8% | +38.5% | +58.4% |
| 1Y | +134.4% | -0.1% | +134.5% | +132.5% |
| All | +184.5% | -33.8% | +218.2% | +202.2% |
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