+1,700.7%
NOK vs BHP
+3,934.5%
-2,233.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +9.3% | +0.9% | +8.5% | +9.0% |
| 30D | +17.9% | +4.0% | +13.8% | +15.6% |
| 3M | -22.3% | +11.3% | -33.6% | -25.9% |
| 6M | +36.4% | +29.3% | +7.1% | +21.7% |
| YTD | +66.3% | +59.2% | +7.1% | +34.8% |
| 1Y | +134.4% | +80.8% | +53.6% | +79.0% |
| 3Y | +186.6% | +88.0% | +98.6% | +110.1% |
| 5Y | +102.7% | +126.6% | -24.0% | +31.8% |
| 10Y | +129.8% | +515.7% | -385.9% | -11.2% |
| All | +1,700.7% | +3,934.5% | -2,233.8% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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