+111.3%
NOK vs BROS
+41.2%
+70.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.3% |
| 7D | +7.3% | -0.9% | +8.2% | +7.3% |
| 30D | +13.8% | -13.5% | +27.2% | +15.2% |
| 3M | -27.0% | -18.4% | -8.6% | -26.1% |
| 6M | +37.6% | -10.6% | +48.2% | +37.4% |
| YTD | +64.6% | -25.1% | +89.7% | +67.0% |
| 1Y | +132.0% | -28.6% | +160.7% | +136.0% |
| 3Y | +183.7% | +65.6% | +118.1% | +152.5% |
| All | +111.3% | +41.2% | +70.2% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling