-33.6%
NOK vs BIL
+30.4%
-63.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.4% |
| 30D | +4.7% | +0.3% | +4.4% | +6.2% |
| 3M | -39.7% | +0.9% | -40.6% | -37.1% |
| 6M | +23.1% | +1.8% | +21.2% | +33.0% |
| YTD | +55.0% | +2.4% | +52.6% | +71.7% |
| 1Y | +118.0% | +3.7% | +114.3% | +154.7% |
| 3Y | +170.5% | +14.2% | +156.3% | +381.7% |
| 5Y | +84.9% | +19.4% | +65.5% | +304.0% |
| 10Y | +112.0% | +25.2% | +86.8% | +478.1% |
| All | -33.6% | +30.4% | -63.9% | +58.8% |
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