+184.5%
NOK vs FDS
-32.7%
+217.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +0.8% |
| 7D | +9.3% | -8.8% | +18.1% | +8.6% |
| 30D | +17.9% | -1.4% | +19.2% | +17.7% |
| 3M | -22.3% | +13.9% | -36.2% | -21.5% |
| 6M | +36.4% | +27.4% | +9.0% | +36.6% |
| YTD | +66.3% | -2.5% | +68.8% | +74.9% |
| 1Y | +134.4% | -23.8% | +158.2% | +161.9% |
| All | +184.5% | -32.7% | +217.2% | +218.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling