+17.9%
NOK vs BA
-12.4%
+30.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +11.0% | -0.6% | +11.5% | +11.1% |
| 30D | -16.0% | -8.0% | -8.0% | -14.3% |
| 3M | -19.8% | -25.8% | +6.0% | -13.8% |
| 6M | -37.1% | -27.6% | -9.6% | -32.1% |
| YTD | +28.0% | -21.0% | +49.0% | +32.9% |
| 1Y | +17.9% | -12.3% | +30.2% | +18.5% |
| All | +17.9% | -12.4% | +30.3% | +18.5% |
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