+72.3%
BAC vs NOK
+101.6%
-29.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -1.7% |
| 7D | +1.2% | +7.3% | -6.1% | -0.3% |
| 30D | -0.7% | +13.8% | -14.5% | -3.6% |
| 3M | +16.9% | -27.0% | +43.9% | +23.7% |
| 6M | +29.6% | +37.6% | -8.0% | +13.5% |
| YTD | +15.3% | +64.6% | -49.4% | -4.8% |
| 1Y | +28.8% | +132.0% | -103.2% | -7.4% |
| 3Y | +136.4% | +183.7% | -47.3% | +53.3% |
| All | +72.3% | +101.6% | -29.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling