+19.0%
NOK vs BN
-11.7%
+30.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +5.4% | -1.0% | +6.3% | +5.6% |
| 30D | -14.1% | +14.0% | -28.1% | -16.3% |
| 3M | -23.6% | -9.0% | -14.6% | -22.5% |
| 6M | -45.1% | -8.8% | -36.3% | -44.3% |
| YTD | +24.7% | -10.3% | +35.0% | +20.7% |
| 1Y | +19.0% | -5.8% | +24.8% | +15.0% |
| All | +19.0% | -11.7% | +30.7% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling