+127.9%
NOK vs BP
+143.9%
-15.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +5.4% | +3.8% | +1.5% | +4.1% |
| 30D | -14.1% | -5.3% | -8.9% | -12.8% |
| 3M | -23.6% | +9.3% | -32.8% | -26.1% |
| 6M | -45.1% | +7.2% | -52.4% | -47.0% |
| YTD | +24.7% | +38.0% | -13.3% | +10.0% |
| 1Y | +19.0% | +33.2% | -14.2% | +6.1% |
| 3Y | +147.0% | +50.3% | +96.7% | +107.3% |
| 5Y | +58.2% | +114.1% | -55.9% | +14.3% |
| All | +127.9% | +143.9% | -15.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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