+138.6%
NOK vs BR
+189.7%
-51.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -3.0% | +13.9% | +12.0% |
| 30D | +7.8% | -0.3% | +8.1% | +7.6% |
| 3M | -21.0% | +17.3% | -38.3% | -26.3% |
| 6M | +40.9% | -6.7% | +47.6% | +42.9% |
| YTD | +72.0% | -23.4% | +95.5% | +88.2% |
| 1Y | +140.9% | -32.7% | +173.6% | +177.8% |
| 3Y | +194.3% | -5.9% | +200.2% | +190.4% |
| 5Y | +112.5% | +8.4% | +104.1% | +93.5% |
| All | +138.6% | +189.7% | -51.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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