-23.7%
NOK vs BTG
+385.9%
-409.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.9% |
| 7D | +9.3% | +2.4% | +6.9% | +9.1% |
| 30D | +17.9% | +9.5% | +8.4% | +16.9% |
| 3M | -22.3% | +38.5% | -60.8% | -24.5% |
| 6M | +36.4% | +5.6% | +30.7% | +34.9% |
| YTD | +66.3% | +23.9% | +42.4% | +61.9% |
| 1Y | +134.4% | +32.1% | +102.3% | +126.5% |
| 3Y | +186.6% | +103.2% | +83.4% | +164.8% |
| 5Y | +102.7% | +79.7% | +23.0% | +87.5% |
| 10Y | +129.8% | +159.1% | -29.3% | +100.8% |
| All | -23.7% | +385.9% | -409.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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