+181.6%
NOK vs BUD
+47.7%
+133.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.3% |
| 7D | +7.3% | +0.8% | +6.5% | +7.1% |
| 30D | +13.8% | -4.8% | +18.6% | +15.0% |
| 3M | -27.0% | +1.4% | -28.4% | -27.7% |
| 6M | +37.6% | +9.9% | +27.7% | +32.6% |
| YTD | +64.6% | +26.3% | +38.3% | +51.1% |
| 1Y | +132.0% | +36.1% | +95.9% | +107.3% |
| All | +181.6% | +47.7% | +133.9% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling