-49.8%
NOK vs FLR
+609.6%
-659.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.0% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | +13.8% | -0.7% | +14.4% | +13.7% |
| 3M | -27.0% | +14.3% | -41.3% | -30.0% |
| 6M | +37.6% | +25.6% | +12.0% | +28.0% |
| YTD | +64.6% | +42.9% | +21.7% | +47.4% |
| 1Y | +132.0% | +38.7% | +93.3% | +108.6% |
| 3Y | +183.7% | +61.8% | +121.9% | +129.8% |
| 5Y | +101.3% | +254.1% | -152.8% | +24.2% |
| 10Y | +122.4% | +20.0% | +102.3% | +48.2% |
| All | -49.8% | +609.6% | -659.4% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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