+96.6%
BAC vs NOK
+158.3%
-61.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | -1.9% | +2.2% | -4.0% | -2.1% |
| 30D | -7.2% | -14.7% | +7.6% | -5.9% |
| 3M | -20.4% | -10.6% | -9.8% | -19.8% |
| 6M | +1.3% | -39.4% | +40.6% | +5.1% |
| YTD | -6.4% | +30.4% | -36.8% | -13.5% |
| 1Y | -3.5% | +22.3% | -25.8% | -10.0% |
| All | +96.6% | +158.3% | -61.8% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling