+97.3%
NOK vs FOXA
+86.3%
+11.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.7% |
| 7D | +9.3% | -5.4% | +14.8% | +11.2% |
| 30D | +17.9% | +1.1% | +16.7% | +17.2% |
| 3M | -22.3% | -6.1% | -16.2% | -21.7% |
| 6M | +36.4% | +8.2% | +28.1% | +30.6% |
| YTD | +66.3% | -11.8% | +78.1% | +70.3% |
| 1Y | +134.4% | +9.9% | +124.5% | +120.4% |
| 3Y | +186.6% | +110.7% | +75.8% | +105.9% |
| 5Y | +102.7% | +86.9% | +15.7% | +50.0% |
| All | +97.3% | +86.3% | +11.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling