+132.4%
NOK vs BP
+41.7%
+90.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +8.7% | +5.7% | +3.0% | +8.6% |
| 30D | +12.5% | +8.1% | +4.4% | +12.5% |
| 3M | -20.7% | +8.6% | -29.4% | -20.0% |
| 6M | +36.2% | +18.1% | +18.0% | +36.0% |
| YTD | +64.1% | +37.6% | +26.5% | +66.6% |
| 1Y | +132.4% | +39.4% | +93.0% | +144.3% |
| All | +132.4% | +41.7% | +90.7% | +144.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling