+180.8%
NOK vs BLDR
-58.1%
+238.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.9% |
| 7D | +8.7% | -8.1% | +16.8% | +9.5% |
| 30D | +12.5% | -21.5% | +34.0% | +15.0% |
| 3M | -20.7% | -21.0% | +0.2% | -19.3% |
| 6M | +36.2% | -37.1% | +73.2% | +41.8% |
| YTD | +64.1% | -42.7% | +106.8% | +72.1% |
| 1Y | +132.4% | -58.0% | +190.3% | +154.3% |
| All | +180.8% | -58.1% | +238.9% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling