+118.0%
NOK vs FOXA
+9.1%
+109.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.0% | +2.6% |
| 7D | -1.8% | -4.0% | +2.2% | -1.8% |
| 30D | +4.7% | +12.0% | -7.3% | +4.8% |
| 3M | -39.7% | +0.3% | -39.9% | -38.6% |
| 6M | +23.1% | +12.5% | +10.6% | +24.9% |
| YTD | +55.0% | -9.6% | +64.7% | +53.2% |
| 1Y | +118.0% | +8.6% | +109.5% | +120.9% |
| All | +118.0% | +9.1% | +109.0% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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