-3.8%
NOK vs BUD
+215.1%
-218.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.4% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | -14.7% | +7.4% | -22.1% | -18.5% |
| 3M | -10.6% | +4.3% | -14.9% | -13.9% |
| 6M | -39.4% | +5.3% | -44.7% | -42.4% |
| YTD | +30.4% | +33.2% | -2.8% | +9.3% |
| 1Y | +22.3% | +31.8% | -9.4% | +3.0% |
| 3Y | +157.6% | +47.8% | +109.8% | +99.6% |
| 5Y | +64.6% | +50.2% | +14.4% | +24.4% |
| 10Y | +132.5% | -4.8% | +137.3% | +109.3% |
| All | -3.8% | +215.1% | -218.8% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling