+115.1%
NOK vs BAX
-68.1%
+183.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.1% |
| 7D | +11.0% | -7.9% | +18.8% | +12.5% |
| 30D | +7.8% | -11.7% | +19.5% | +10.1% |
| 3M | -21.0% | +16.2% | -37.2% | -23.8% |
| 6M | +40.9% | +32.0% | +8.9% | +31.6% |
| YTD | +72.0% | +24.7% | +47.3% | +62.0% |
| 1Y | +140.9% | -2.6% | +143.5% | +138.7% |
| 3Y | +194.3% | -35.0% | +229.2% | +215.7% |
| All | +115.1% | -68.1% | +183.2% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling