+122.4%
NOK vs BA
+73.1%
+49.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +7.3% | +2.5% | +4.8% | +6.5% |
| 30D | +13.8% | -10.1% | +23.9% | +17.0% |
| 3M | -27.0% | -2.4% | -24.6% | -26.7% |
| 6M | +37.6% | -8.8% | +46.4% | +40.0% |
| YTD | +64.6% | -2.9% | +67.5% | +64.6% |
| 1Y | +132.0% | -8.8% | +140.8% | +135.3% |
| 3Y | +183.7% | -0.3% | +183.9% | +172.7% |
| 5Y | +101.3% | -0.3% | +101.6% | +88.1% |
| 10Y | +122.4% | +72.3% | +50.1% | +17.1% |
| All | +122.4% | +73.1% | +49.3% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling