+138.6%
NOK vs BN
+265.2%
-126.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +11.0% | -5.2% | +16.2% | +13.5% |
| 30D | +7.8% | -14.5% | +22.3% | +15.3% |
| 3M | -21.0% | -15.0% | -6.0% | -15.4% |
| 6M | +40.9% | -5.4% | +46.3% | +43.0% |
| YTD | +72.0% | -16.4% | +88.5% | +83.2% |
| 1Y | +140.9% | -16.2% | +157.2% | +155.8% |
| 3Y | +194.3% | +67.5% | +126.7% | +117.7% |
| 5Y | +112.5% | +34.1% | +78.4% | +71.4% |
| All | +138.6% | +265.2% | -126.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling