+1,762.6%
NOK vs BNY
+4,481.8%
-2,719.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.8% |
| 6M | +40.9% | +40.0% | +0.9% | +21.6% |
| YTD | +72.0% | +42.0% | +30.0% | +47.0% |
| 1Y | +140.9% | +56.9% | +84.1% | +96.7% |
| 3Y | +194.3% | +289.9% | -95.6% | +58.5% |
| 5Y | +112.5% | +259.2% | -146.7% | +17.4% |
| 10Y | +137.7% | +413.3% | -275.6% | +4.9% |
| All | +1,762.6% | +4,481.8% | -2,719.2% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling