-1.4%
BAC vs NOK
+14.5%
-15.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +3.2% | +5.4% | -2.1% | +2.9% |
| 30D | -0.7% | -14.1% | +13.4% | 0.0% |
| 3M | -20.0% | -23.6% | +3.6% | -18.9% |
| 6M | +3.4% | -45.1% | +48.6% | +5.3% |
| YTD | -5.7% | +24.7% | -30.5% | -7.2% |
| 1Y | -1.4% | +19.0% | -20.5% | -2.6% |
| All | -1.4% | +14.5% | -15.9% | -2.6% |
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