+138.6%
NOK vs BRO
+294.2%
-155.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +11.0% | -7.3% | +18.3% | +12.8% |
| 30D | +7.8% | -6.9% | +14.7% | +9.3% |
| 3M | -21.0% | +10.7% | -31.7% | -24.7% |
| 6M | +40.9% | -2.7% | +43.6% | +39.3% |
| YTD | +72.0% | -16.3% | +88.3% | +78.5% |
| 1Y | +140.9% | -29.1% | +170.0% | +164.2% |
| 3Y | +194.3% | -7.8% | +202.1% | +180.6% |
| 5Y | +112.5% | +18.7% | +93.8% | +75.4% |
| All | +138.6% | +294.2% | -155.7% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling