+809.5%
BAC vs NOK
+1,342.4%
-532.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -1.9% | +2.2% | -4.0% | -2.6% |
| 30D | -7.2% | -14.7% | +7.6% | -3.7% |
| 3M | -20.4% | -10.6% | -9.8% | -19.3% |
| 6M | +1.3% | -39.4% | +40.6% | +11.7% |
| YTD | -6.4% | +30.4% | -36.8% | -19.0% |
| 1Y | -3.5% | +22.3% | -25.8% | -15.1% |
| 3Y | +96.7% | +157.6% | -60.9% | +33.7% |
| 5Y | +20.6% | +64.6% | -44.0% | -7.2% |
| 10Y | +233.0% | +132.5% | +100.6% | +101.7% |
| All | +809.5% | +1,342.4% | -532.9% | +261.8% |
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