+147.0%
NOK vs BROS
+30.6%
+116.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.0% | -3.0% |
| 7D | +5.4% | +6.3% | -1.0% | +4.9% |
| 30D | -14.1% | -8.3% | -5.8% | -13.5% |
| 3M | -23.6% | -29.8% | +6.2% | -22.1% |
| 6M | -45.1% | -25.8% | -19.3% | -44.6% |
| YTD | +24.7% | -41.4% | +66.1% | +27.4% |
| 1Y | +19.0% | -35.2% | +54.2% | +20.6% |
| 3Y | +147.0% | +32.8% | +114.3% | +119.9% |
| All | +147.0% | +30.6% | +116.4% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling