+147.0%
NOK vs FDX
+74.4%
+72.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.8% |
| 7D | +5.4% | +5.2% | +0.2% | +4.4% |
| 30D | -14.1% | +11.3% | -25.4% | -15.9% |
| 3M | -23.6% | -4.1% | -19.5% | -23.0% |
| 6M | -45.1% | +9.6% | -54.8% | -46.1% |
| YTD | +24.7% | +40.9% | -16.2% | +17.6% |
| 1Y | +19.0% | +53.0% | -34.0% | +10.7% |
| 3Y | +147.0% | +74.1% | +72.9% | +105.0% |
| All | +147.0% | +74.4% | +72.6% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling