+184.5%
NOK vs FDX
+59.1%
+125.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +9.3% | -2.3% | +11.7% | +9.8% |
| 30D | +17.9% | -4.9% | +22.7% | +19.0% |
| 3M | -22.3% | -6.5% | -15.9% | -21.3% |
| 6M | +36.4% | +6.7% | +29.7% | +34.6% |
| YTD | +66.3% | +33.9% | +32.4% | +58.2% |
| 1Y | +134.4% | +72.2% | +62.2% | +113.2% |
| All | +184.5% | +59.1% | +125.4% | +149.3% |
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 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