+21.3%
NOK vs BA
-12.3%
+33.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.1% |
| 7D | -10.4% | +5.9% | -16.3% | -11.7% |
| 30D | -19.0% | -8.2% | -10.9% | -17.4% |
| 3M | -16.7% | -25.4% | +8.6% | -10.7% |
| 6M | -37.1% | -20.0% | -17.1% | -33.7% |
| YTD | +27.7% | -18.5% | +46.1% | +31.7% |
| 1Y | +21.3% | -10.6% | +31.9% | +21.5% |
| All | +21.3% | -12.3% | +33.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling