+132.0%
NOK vs EXPD
+55.4%
+76.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.6% |
| 7D | +7.3% | -0.9% | +8.2% | +7.5% |
| 30D | +13.8% | +4.1% | +9.7% | +12.5% |
| 3M | -27.0% | +13.8% | -40.8% | -29.5% |
| 6M | +37.6% | +27.3% | +10.3% | +29.9% |
| YTD | +64.6% | +25.4% | +39.2% | +58.7% |
| 1Y | +132.0% | +54.4% | +77.7% | +137.3% |
| All | +132.0% | +55.4% | +76.6% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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