+1,578.5%
NOK vs FDX
+2,551.5%
-973.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.9% |
| 7D | -1.8% | -2.5% | +0.8% | -0.7% |
| 30D | +4.7% | +3.8% | +0.9% | +2.9% |
| 3M | -39.7% | -1.3% | -38.3% | -39.4% |
| 6M | +23.1% | +5.0% | +18.0% | +19.7% |
| YTD | +55.0% | +39.6% | +15.4% | +33.1% |
| 1Y | +118.0% | +81.1% | +36.9% | +66.4% |
| 3Y | +170.5% | +63.0% | +107.5% | +105.4% |
| 5Y | +84.9% | +65.6% | +19.3% | +33.8% |
| 10Y | +112.0% | +183.4% | -71.4% | +7.5% |
| All | +1,578.5% | +2,551.5% | -973.0% | +207.0% |
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 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