+102.7%
NOK vs BUD
+44.7%
+58.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | +9.3% | -1.3% | +10.7% | +9.8% |
| 30D | +17.9% | -6.1% | +24.0% | +20.4% |
| 3M | -22.3% | -3.8% | -18.6% | -21.8% |
| 6M | +36.4% | +8.2% | +28.2% | +30.3% |
| YTD | +66.3% | +23.6% | +42.7% | +49.0% |
| 1Y | +134.4% | +33.4% | +101.0% | +102.4% |
| 3Y | +186.6% | +45.3% | +141.3% | +130.3% |
| 5Y | +102.7% | +44.3% | +58.4% | +60.9% |
| All | +102.7% | +44.7% | +58.0% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling