-3.3%
NOK vs BG
+1,181.2%
-1,184.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +9.3% | +0.5% | +8.8% | +9.2% |
| 30D | +17.9% | +10.3% | +7.5% | +14.2% |
| 3M | -22.3% | -1.9% | -20.4% | -22.3% |
| 6M | +36.4% | +5.2% | +31.1% | +33.6% |
| YTD | +66.3% | +41.2% | +25.1% | +48.6% |
| 1Y | +134.4% | +50.5% | +83.9% | +104.8% |
| 3Y | +186.6% | +19.9% | +166.7% | +162.7% |
| 5Y | +102.7% | +86.7% | +16.0% | +57.2% |
| 10Y | +129.8% | +167.5% | -37.7% | +45.8% |
| All | -3.3% | +1,181.2% | -1,184.5% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling