+815.8%
BAC vs NOK
+1,279.2%
-463.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | +3.2% | +5.4% | -2.1% | +1.7% |
| 30D | -0.7% | -14.1% | +13.4% | +2.7% |
| 3M | -20.0% | -23.6% | +3.6% | -15.1% |
| 6M | +3.4% | -45.1% | +48.6% | +17.8% |
| YTD | -5.7% | +24.7% | -30.5% | -17.4% |
| 1Y | -1.4% | +19.0% | -20.5% | -12.6% |
| 3Y | +97.9% | +147.0% | -49.1% | +36.1% |
| 5Y | +22.9% | +58.2% | -35.2% | -4.4% |
| 10Y | +235.3% | +122.3% | +113.1% | +105.6% |
| All | +815.8% | +1,279.2% | -463.4% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling