+86.7%
NOK vs BA
-1.7%
+88.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.4% |
| 7D | -1.8% | +1.2% | -2.9% | -2.1% |
| 30D | +4.7% | -11.6% | +16.3% | +8.5% |
| 3M | -39.7% | -2.4% | -37.3% | -39.3% |
| 6M | +23.1% | -6.6% | +29.7% | +24.5% |
| YTD | +55.0% | -2.2% | +57.3% | +54.6% |
| 1Y | +118.0% | -8.0% | +126.1% | +120.8% |
| 3Y | +170.5% | -5.0% | +175.5% | +162.6% |
| All | +86.7% | -1.7% | +88.4% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling