+158.3%
NOK vs BIL
+13.4%
+144.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -14.7% | 0.0% | -14.7% | -13.5% |
| 3M | -10.6% | +0.6% | -11.2% | -3.2% |
| 6M | -39.4% | +1.5% | -40.9% | -28.5% |
| YTD | +30.4% | +2.8% | +27.7% | +56.4% |
| 1Y | +22.3% | +3.3% | +19.0% | +48.3% |
| All | +158.3% | +13.4% | +144.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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