+99.7%
NOK vs BITO
-8.3%
+108.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +8.7% | -5.8% | +14.5% | +9.6% |
| 30D | +12.5% | +21.1% | -8.6% | +9.3% |
| 3M | -20.7% | +23.5% | -44.2% | -23.2% |
| 6M | +36.2% | +8.3% | +27.9% | +34.1% |
| YTD | +64.1% | -13.9% | +78.0% | +65.9% |
| 1Y | +132.4% | -34.5% | +166.9% | +142.5% |
| 3Y | +182.9% | +147.0% | +35.9% | +134.9% |
| All | +99.7% | -8.3% | +108.0% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling