-46.5%
NOK vs BIL
+31.3%
-77.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.7% |
| 30D | -14.1% | +0.3% | -14.5% | -12.9% |
| 3M | -23.6% | +1.0% | -24.5% | -20.4% |
| 6M | -45.1% | +1.9% | -47.0% | -40.5% |
| YTD | +24.7% | +3.2% | +21.6% | +42.4% |
| 1Y | +19.0% | +3.7% | +15.3% | +38.9% |
| 3Y | +147.0% | +13.8% | +133.2% | +332.9% |
| 5Y | +58.2% | +20.3% | +37.9% | +256.6% |
| 10Y | +122.3% | +26.2% | +96.1% | +527.1% |
| All | -46.5% | +31.3% | -77.8% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling