+21.3%
NOK vs BKR
+5.7%
+15.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.7% |
| 7D | -10.4% | -8.8% | -1.6% | -7.5% |
| 30D | -19.0% | -13.1% | -5.9% | -15.2% |
| 3M | -16.7% | -18.9% | +2.2% | -11.1% |
| 6M | -37.1% | -27.2% | -9.9% | -31.8% |
| YTD | +27.7% | +10.7% | +17.0% | +42.8% |
| 1Y | +21.3% | +9.7% | +11.6% | +34.7% |
| All | +21.3% | +5.7% | +15.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling