+1,025.1%
BAC vs NOK
+1,614.1%
-589.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.6% |
| 30D | -0.4% | +4.7% | -5.1% | -2.0% |
| 3M | +16.9% | -39.7% | +56.6% | +32.3% |
| 6M | +26.6% | +23.1% | +3.5% | +14.1% |
| YTD | +15.8% | +55.0% | -39.2% | -3.1% |
| 1Y | +27.2% | +118.0% | -90.9% | -5.4% |
| 3Y | +132.4% | +170.5% | -38.1% | +58.3% |
| 5Y | +72.6% | +84.9% | -12.3% | +30.3% |
| 10Y | +389.7% | +112.0% | +277.7% | +210.1% |
| All | +1,025.1% | +1,614.1% | -589.0% | +332.5% |
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