+112.4%
NOK vs BURL
+1,051.1%
-938.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | 0.0% | +2.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.3% |
| 30D | +4.7% | -28.2% | +32.9% | +10.4% |
| 3M | -39.7% | -17.6% | -22.1% | -37.9% |
| 6M | +23.1% | -11.8% | +34.8% | +24.5% |
| YTD | +55.0% | -8.1% | +63.2% | +55.6% |
| 1Y | +118.0% | -12.0% | +130.0% | +119.3% |
| 3Y | +170.5% | +63.3% | +107.2% | +136.8% |
| 5Y | +84.9% | -10.8% | +95.7% | +73.9% |
| 10Y | +112.0% | +215.9% | -103.9% | +60.8% |
| All | +112.4% | +1,051.1% | -938.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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