+1,285.7%
NOK vs BP
+984.2%
+301.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.5% |
| 7D | +11.0% | +2.5% | +8.5% | +9.7% |
| 30D | -16.0% | -5.6% | -10.4% | -14.0% |
| 3M | -19.8% | +8.0% | -27.8% | -23.2% |
| 6M | -37.1% | +5.7% | -42.8% | -39.9% |
| YTD | +28.0% | +36.8% | -8.9% | +7.4% |
| 1Y | +17.9% | +30.7% | -12.8% | +1.0% |
| 3Y | +152.7% | +51.6% | +101.1% | +95.9% |
| 5Y | +62.3% | +112.2% | -49.9% | +2.8% |
| 10Y | +128.1% | +138.6% | -10.6% | +21.3% |
| All | +1,285.7% | +984.2% | +301.4% | +257.4% |
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