+113.5%
NOK vs BROS
+38.3%
+75.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +9.3% | -6.6% | +15.9% | +10.0% |
| 30D | +17.9% | -12.3% | +30.2% | +19.2% |
| 3M | -22.3% | -22.2% | -0.1% | -21.0% |
| 6M | +36.4% | -14.3% | +50.7% | +36.7% |
| YTD | +66.3% | -26.6% | +92.9% | +69.0% |
| 1Y | +134.4% | -31.5% | +165.9% | +139.4% |
| 3Y | +186.6% | +62.3% | +124.3% | +155.6% |
| All | +113.5% | +38.3% | +75.2% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling