-44.1%
NOK vs BIL
+30.8%
-74.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.5% |
| 30D | -14.7% | 0.0% | -14.7% | -14.7% |
| 3M | -10.6% | +0.6% | -11.2% | -8.2% |
| 6M | -39.4% | +1.5% | -40.9% | -35.3% |
| YTD | +30.4% | +2.8% | +27.7% | +46.6% |
| 1Y | +22.3% | +3.3% | +19.0% | +40.6% |
| 3Y | +157.6% | +13.4% | +144.2% | +344.6% |
| 5Y | +64.6% | +19.8% | +44.7% | +265.1% |
| 10Y | +132.5% | +25.7% | +106.7% | +545.4% |
| All | -44.1% | +30.8% | -74.9% | +35.6% |
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