-1.5%
BAC vs NOK
+19.5%
-21.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.1% |
| 7D | +1.5% | -10.4% | +11.9% | +2.1% |
| 30D | -4.4% | -19.0% | +14.6% | -3.4% |
| 3M | -17.5% | -16.7% | -0.8% | -16.6% |
| 6M | -0.1% | -37.1% | +37.1% | +1.4% |
| YTD | -4.6% | +27.7% | -32.3% | -7.3% |
| 1Y | -1.5% | +21.3% | -22.8% | -3.6% |
| All | -1.5% | +19.5% | -21.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling