+104.1%
NOK vs BTDR
+26.7%
+77.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.8% | +6.0% |
| 7D | +7.3% | +22.4% | -15.2% | +5.9% |
| 30D | +13.8% | +16.5% | -2.7% | +12.5% |
| 3M | -27.0% | -31.5% | +4.5% | -26.2% |
| 6M | +37.6% | +74.0% | -36.4% | +33.8% |
| YTD | +64.6% | +13.0% | +51.6% | +62.2% |
| 1Y | +132.0% | -0.2% | +132.3% | +128.3% |
| 3Y | +183.7% | +9.9% | +173.8% | +161.5% |
| 5Y | +101.3% | +28.1% | +73.2% | +79.7% |
| All | +104.1% | +26.7% | +77.4% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling