+27.7%
BAC vs NOK
+134.4%
-106.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | +0.6% | +9.3% | -8.7% | +0.3% |
| 30D | -1.4% | +17.9% | -19.2% | -1.9% |
| 3M | +15.7% | -22.3% | +38.1% | +16.2% |
| 6M | +32.2% | +36.4% | -4.2% | +28.7% |
| YTD | +15.8% | +66.3% | -50.5% | +12.0% |
| All | +27.7% | +134.4% | -106.7% | +20.8% |
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