+118.0%
NOK vs BRO
-24.4%
+142.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +1.6% |
| 7D | -1.8% | -2.6% | +0.8% | -3.4% |
| 30D | +4.7% | +0.9% | +3.8% | +5.7% |
| 3M | -39.7% | +24.8% | -64.4% | -30.7% |
| 6M | +23.1% | -0.1% | +23.1% | +33.2% |
| YTD | +55.0% | -9.7% | +64.7% | +60.1% |
| 1Y | +118.0% | -24.5% | +142.5% | +111.6% |
| All | +118.0% | -24.4% | +142.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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