+1,578.5%
NOK vs BP
+936.7%
+641.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.4% |
| 7D | -1.8% | +3.9% | -5.7% | -3.6% |
| 30D | +4.7% | +7.6% | -2.9% | +0.9% |
| 3M | -39.7% | +0.7% | -40.4% | -40.5% |
| 6M | +23.1% | +15.5% | +7.6% | +13.0% |
| YTD | +55.0% | +30.8% | +24.2% | +33.7% |
| 1Y | +118.0% | +34.3% | +83.7% | +84.5% |
| 3Y | +170.5% | +35.1% | +135.4% | +122.2% |
| 5Y | +84.9% | +126.8% | -42.0% | +13.4% |
| 10Y | +112.0% | +123.4% | -11.4% | +17.1% |
| All | +1,578.5% | +936.7% | +641.9% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling