+14.4%
NOK vs BUD
+201.1%
-186.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | +4.7% | -5.7% | +10.4% | +7.4% |
| 3M | -39.7% | +3.1% | -42.8% | -41.2% |
| 6M | +23.1% | +7.9% | +15.2% | +17.1% |
| YTD | +55.0% | +27.3% | +27.7% | +34.8% |
| 1Y | +118.0% | +37.8% | +80.2% | +81.7% |
| 3Y | +170.5% | +49.8% | +120.6% | +110.4% |
| 5Y | +84.9% | +43.8% | +41.0% | +44.3% |
| 10Y | +112.0% | -22.6% | +134.6% | +118.9% |
| All | +14.4% | +201.1% | -186.7% | -53.7% |
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