+118.0%
NOK vs FICO
-39.1%
+157.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -16.7% | +19.3% | +2.1% |
| 7D | -1.8% | -19.2% | +17.4% | -2.4% |
| 30D | +4.7% | -14.6% | +19.3% | +4.2% |
| 3M | -39.7% | -20.1% | -19.6% | -40.8% |
| 6M | +23.1% | -36.3% | +59.4% | +21.1% |
| YTD | +55.0% | -44.9% | +99.9% | +53.7% |
| 1Y | +118.0% | -38.6% | +156.7% | +112.6% |
| All | +118.0% | -39.1% | +157.1% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling