+641.5%
NOK vs FDS
+10,480.1%
-9,838.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +5.4% | +1.5% | +3.9% | +4.8% |
| 30D | -14.1% | +14.8% | -29.0% | -19.2% |
| 3M | -23.6% | +16.3% | -39.9% | -29.6% |
| 6M | -45.1% | +66.2% | -111.4% | -57.5% |
| YTD | +24.7% | +16.2% | +8.5% | +8.5% |
| 1Y | +19.0% | +21.8% | -2.8% | +1.1% |
| 3Y | +147.0% | -23.9% | +170.9% | +149.2% |
| 5Y | +58.2% | -23.1% | +81.3% | +57.2% |
| 10Y | +122.3% | +128.7% | -6.4% | +35.1% |
| All | +641.5% | +10,480.1% | -9,838.6% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling