+8.9%
NOK vs BRO
-4.7%
+13.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.7% | -10.3% | -9.2% |
| 7D | -19.9% | +9.9% | -29.8% | -13.6% |
| 30D | -32.0% | +22.3% | -54.3% | -20.5% |
| 3M | -22.1% | +5.3% | -27.5% | -16.6% |
| 6M | -44.4% | +30.3% | -74.8% | -33.4% |
| YTD | +15.3% | -5.7% | +21.0% | +35.4% |
| 1Y | +8.9% | -3.5% | +12.4% | +27.0% |
| All | +8.9% | -4.7% | +13.6% | +27.0% |
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