+60.7%
NOK vs FDX
+74.7%
-14.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -3.0% |
| 7D | +5.4% | +5.2% | +0.2% | +3.9% |
| 30D | -14.1% | +11.3% | -25.4% | -16.8% |
| 3M | -23.6% | -4.1% | -19.5% | -22.9% |
| 6M | -45.1% | +9.6% | -54.8% | -46.8% |
| YTD | +24.7% | +40.9% | -16.2% | +12.3% |
| 1Y | +19.0% | +53.0% | -34.0% | +4.7% |
| 3Y | +147.0% | +74.1% | +72.9% | +99.7% |
| All | +60.7% | +74.7% | -14.0% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling