+19.0%
NOK vs FDX
+51.6%
-32.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.9% |
| 7D | +5.4% | +5.2% | +0.2% | +4.0% |
| 30D | -14.1% | +11.3% | -25.4% | -16.5% |
| 3M | -23.6% | -4.1% | -19.5% | -22.2% |
| 6M | -45.1% | +9.6% | -54.8% | -46.2% |
| YTD | +24.7% | +40.9% | -16.2% | +17.7% |
| 1Y | +19.0% | +53.0% | -34.0% | +10.7% |
| All | +19.0% | +51.6% | -32.6% | +10.7% |
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