+115.1%
NOK vs BTDR
+20.7%
+94.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.6% |
| 7D | +11.0% | -3.4% | +14.4% | +11.2% |
| 30D | +7.8% | +32.6% | -24.7% | +5.9% |
| 3M | -21.0% | -32.2% | +11.2% | -20.0% |
| 6M | +40.9% | +52.4% | -11.5% | +37.9% |
| YTD | +72.0% | +6.7% | +65.3% | +70.1% |
| 1Y | +140.9% | -15.2% | +156.1% | +138.7% |
| 3Y | +194.3% | +14.9% | +179.4% | +171.8% |
| All | +115.1% | +20.7% | +94.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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