+21.3%
NOK vs FDX
+65.6%
-44.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.3% |
| 7D | -10.4% | +8.1% | -18.6% | -11.9% |
| 30D | -19.0% | +13.9% | -32.9% | -21.4% |
| 3M | -16.7% | +5.5% | -22.3% | -17.9% |
| 6M | -37.1% | +15.1% | -52.3% | -38.8% |
| YTD | +27.7% | +43.2% | -15.5% | +24.4% |
| 1Y | +21.3% | +65.0% | -43.8% | +19.3% |
| All | +21.3% | +65.6% | -44.3% | +19.3% |
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