-16.6%
NOK vs BND
+76.2%
-92.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +9.3% | -0.1% | +9.5% | +9.3% |
| 30D | +17.9% | -0.2% | +18.1% | +17.8% |
| 3M | -22.3% | -0.7% | -21.6% | -22.4% |
| 6M | +36.4% | -1.7% | +38.0% | +36.1% |
| YTD | +66.3% | -0.5% | +66.8% | +66.2% |
| 1Y | +134.4% | +0.4% | +134.1% | +134.5% |
| 3Y | +186.6% | +13.1% | +173.4% | +191.9% |
| 5Y | +102.7% | -2.1% | +104.8% | +90.3% |
| 10Y | +129.8% | +15.7% | +114.1% | +152.8% |
| All | -16.6% | +76.2% | -92.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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