+132.4%
NOK vs FDS
-28.0%
+160.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | -2.6% |
| 7D | +8.7% | -16.0% | +24.7% | +4.5% |
| 30D | +12.5% | -6.7% | +19.2% | +11.0% |
| 3M | -20.7% | +6.0% | -26.7% | -18.5% |
| 6M | +36.2% | +25.1% | +11.1% | +42.2% |
| YTD | +64.1% | -8.1% | +72.3% | +73.5% |
| 1Y | +132.4% | -26.0% | +158.4% | +148.4% |
| All | +132.4% | -28.0% | +160.3% | +148.4% |
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