+194.3%
NOK vs BG
+18.0%
+176.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.6% | +5.1% |
| 7D | +11.0% | +3.1% | +7.9% | +10.4% |
| 30D | +7.8% | +10.2% | -2.4% | +5.9% |
| 3M | -21.0% | -1.7% | -19.3% | -20.7% |
| 6M | +40.9% | +1.0% | +39.9% | +40.8% |
| YTD | +72.0% | +39.9% | +32.1% | +64.7% |
| 1Y | +140.9% | +53.2% | +87.7% | +128.4% |
| 3Y | +194.3% | +16.3% | +178.0% | +196.7% |
| All | +194.3% | +18.0% | +176.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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