+115.1%
NOK vs BKR
+172.8%
-57.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +11.0% | -7.0% | +18.0% | +12.7% |
| 30D | +7.8% | -8.1% | +16.0% | +9.8% |
| 3M | -21.0% | -6.6% | -14.4% | -20.0% |
| 6M | +40.9% | +0.9% | +40.0% | +40.7% |
| YTD | +72.0% | +31.1% | +40.9% | +62.6% |
| 1Y | +140.9% | +27.7% | +113.2% | +128.4% |
| 3Y | +194.3% | +71.2% | +123.0% | +159.0% |
| All | +115.1% | +172.8% | -57.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling