+102.7%
NOK vs FDS
-23.5%
+126.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.3% |
| 7D | +9.3% | -8.8% | +18.1% | +10.2% |
| 30D | +17.9% | -1.4% | +19.2% | +17.7% |
| 3M | -22.3% | +13.9% | -36.2% | -24.2% |
| 6M | +36.4% | +27.4% | +9.0% | +28.7% |
| YTD | +66.3% | -2.5% | +68.8% | +70.0% |
| 1Y | +134.4% | -23.8% | +158.2% | +161.5% |
| 3Y | +186.6% | -32.5% | +219.1% | +227.8% |
| 5Y | +102.7% | -23.2% | +125.9% | +131.9% |
| All | +102.7% | -23.5% | +126.1% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling