+1,677.3%
NOK vs BKR
+619.0%
+1,058.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | +0.5% |
| 7D | +8.7% | -6.7% | +15.4% | +10.7% |
| 30D | +12.5% | -8.3% | +20.8% | +15.0% |
| 3M | -20.7% | -5.4% | -15.3% | -19.7% |
| 6M | +36.2% | +0.8% | +35.3% | +35.5% |
| YTD | +64.1% | +31.8% | +32.3% | +51.7% |
| 1Y | +132.4% | +28.6% | +103.8% | +115.6% |
| 3Y | +182.9% | +71.2% | +111.6% | +138.1% |
| 5Y | +102.8% | +179.2% | -76.4% | +44.5% |
| 10Y | +126.8% | +124.0% | +2.9% | +55.2% |
| All | +1,677.3% | +619.0% | +1,058.2% | +837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling