+118.0%
NOK vs BNY
+59.6%
+58.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.7% |
| 30D | +4.7% | +3.8% | +0.9% | +2.2% |
| 3M | -39.7% | +14.9% | -54.6% | -44.7% |
| 6M | +23.1% | +40.3% | -17.3% | +3.5% |
| YTD | +55.0% | +43.8% | +11.3% | +28.1% |
| 1Y | +118.0% | +58.9% | +59.2% | +74.7% |
| All | +118.0% | +59.6% | +58.5% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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