+104.1%
NOK vs BIYA
-99.8%
+203.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +8.7% | -1.3% | +10.0% | +8.7% |
| 30D | +12.5% | -15.9% | +28.4% | +12.8% |
| 3M | -20.7% | -81.2% | +60.5% | -20.4% |
| 6M | +36.2% | -88.2% | +124.4% | +34.1% |
| YTD | +64.1% | -94.1% | +158.3% | +62.5% |
| 1Y | +132.4% | -98.7% | +231.0% | +134.5% |
| All | +104.1% | -99.8% | +203.8% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling