+113.9%
NOK vs BIYA
-99.8%
+213.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +4.8% |
| 7D | +11.0% | -1.8% | +12.7% | +11.0% |
| 30D | +7.8% | -17.5% | +25.3% | +8.2% |
| 3M | -21.0% | -78.0% | +57.0% | -20.9% |
| 6M | +40.9% | -89.5% | +130.4% | +39.0% |
| YTD | +72.0% | -94.3% | +166.3% | +70.3% |
| 1Y | +140.9% | -98.6% | +239.5% | +142.8% |
| All | +113.9% | -99.8% | +213.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling