-13.8%
NOK vs BR
+1,281.7%
-1,295.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +9.3% | -5.0% | +14.4% | +11.8% |
| 30D | +17.9% | -2.5% | +20.3% | +18.7% |
| 3M | -22.3% | +13.5% | -35.8% | -28.1% |
| 6M | +36.4% | -9.4% | +45.8% | +39.8% |
| YTD | +66.3% | -23.3% | +89.6% | +83.9% |
| 1Y | +134.4% | -31.6% | +166.0% | +173.8% |
| 3Y | +186.6% | -5.1% | +191.7% | +179.1% |
| 5Y | +102.7% | +8.2% | +94.5% | +81.3% |
| 10Y | +129.8% | +189.8% | -60.0% | +13.0% |
| All | -13.8% | +1,281.7% | -1,295.5% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling