+21.3%
NOK vs FDS
+31.1%
-9.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -1.6% |
| 7D | -10.4% | +9.4% | -19.8% | -7.3% |
| 30D | -19.0% | +23.8% | -42.8% | -12.6% |
| 3M | -16.7% | +25.1% | -41.9% | -9.0% |
| 6M | -37.1% | +53.8% | -90.9% | -26.8% |
| YTD | +27.7% | +19.6% | +8.1% | +49.7% |
| 1Y | +21.3% | +31.6% | -10.4% | +42.3% |
| All | +21.3% | +31.1% | -9.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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