+1,250.5%
NOK vs FDX
+2,575.3%
-1,324.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -3.2% |
| 7D | +5.4% | +5.2% | +0.2% | +3.2% |
| 30D | -14.1% | +11.3% | -25.4% | -18.2% |
| 3M | -23.6% | -4.1% | -19.5% | -22.7% |
| 6M | -45.1% | +9.6% | -54.8% | -47.7% |
| YTD | +24.7% | +40.9% | -16.2% | +6.1% |
| 1Y | +19.0% | +53.0% | -34.0% | -2.4% |
| 3Y | +147.0% | +74.1% | +72.9% | +81.7% |
| 5Y | +58.2% | +75.1% | -16.9% | +11.6% |
| 10Y | +122.3% | +156.9% | -34.7% | +17.7% |
| All | +1,250.5% | +2,575.3% | -1,324.8% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling