+120.9%
NOK vs BROS
+35.1%
+85.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.7% |
| 7D | +11.0% | -5.8% | +16.7% | +11.5% |
| 30D | +7.8% | -14.0% | +21.8% | +9.2% |
| 3M | -21.0% | -32.5% | +11.5% | -18.6% |
| 6M | +40.9% | -14.9% | +55.8% | +41.3% |
| YTD | +72.0% | -28.3% | +100.3% | +75.2% |
| 1Y | +140.9% | -34.0% | +174.9% | +146.9% |
| 3Y | +194.3% | +63.0% | +131.3% | +162.1% |
| All | +120.9% | +35.1% | +85.8% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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