+138.6%
NOK vs BNY
+416.3%
-277.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -1.3% | +12.3% | +11.6% |
| 30D | +7.8% | -0.2% | +8.0% | +7.8% |
| 3M | -21.0% | +14.9% | -35.9% | -25.9% |
| 6M | +40.9% | +40.0% | +0.9% | +21.7% |
| YTD | +72.0% | +42.0% | +30.0% | +47.1% |
| 1Y | +140.9% | +56.9% | +84.1% | +97.1% |
| 3Y | +194.3% | +289.9% | -95.6% | +60.0% |
| 5Y | +112.5% | +259.2% | -146.7% | +17.8% |
| All | +138.6% | +416.3% | -277.7% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling