-4.7%
BAC vs NOK
+20.3%
-25.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +1.5% | +11.0% | -9.5% | +0.8% |
| 30D | -6.4% | -16.0% | +9.6% | -5.6% |
| 3M | -21.7% | -19.8% | -1.9% | -20.8% |
| 6M | +0.5% | -37.1% | +37.6% | +1.9% |
| YTD | -6.7% | +28.0% | -34.7% | -9.2% |
| 1Y | -4.7% | +17.9% | -22.6% | -6.2% |
| All | -4.7% | +20.3% | -25.0% | -6.2% |
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