+118.0%
NOK vs FDX
+80.8%
+37.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | -1.8% | -2.5% | +0.8% | -1.1% |
| 30D | +4.7% | +3.8% | +0.9% | +3.5% |
| 3M | -39.7% | -1.3% | -38.3% | -39.5% |
| 6M | +23.1% | +5.0% | +18.0% | +21.2% |
| YTD | +55.0% | +39.6% | +15.4% | +56.6% |
| 1Y | +118.0% | +81.1% | +36.9% | +131.7% |
| All | +118.0% | +80.8% | +37.2% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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