-21.0%
NOK vs BITO
+21.9%
-42.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -3.4% | +14.4% | +12.0% |
| 30D | +7.8% | +21.4% | -13.6% | -2.3% |
| 3M | -21.0% | +20.5% | -41.5% | -27.7% |
| All | -21.0% | +21.9% | -42.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3mo: compounded portfolio wealth divided by compounded BITO 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…
3mo analysis · Full analysis span regression · Available span rolling