+1,181.9%
NOK vs EXPD
+22,691.3%
-21,509.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +4.9% | +3.5% |
| 7D | -10.5% | -7.2% | -3.4% | -7.8% |
| 30D | -27.9% | -3.3% | -24.6% | -26.9% |
| 3M | -18.8% | +3.4% | -22.2% | -19.8% |
| 6M | -41.9% | +22.7% | -64.6% | -46.4% |
| YTD | +18.4% | +24.5% | -6.1% | +8.0% |
| 1Y | +10.9% | +38.6% | -27.8% | -3.0% |
| 3Y | +137.9% | +71.5% | +66.4% | +87.8% |
| 5Y | +47.8% | +56.2% | -8.5% | +19.4% |
| 10Y | +116.4% | +310.5% | -194.1% | +19.3% |
| All | +1,181.9% | +22,691.3% | -21,509.3% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling