+21.3%
NOK vs FRMI
-93.1%
+114.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.0% | -1.4% |
| 7D | -10.4% | -39.7% | +29.3% | -5.4% |
| 30D | -19.0% | -55.2% | +36.2% | -12.3% |
| 3M | -16.7% | -71.2% | +54.4% | -6.9% |
| 6M | -37.1% | -64.1% | +27.0% | -30.7% |
| YTD | +27.7% | -77.2% | +104.9% | +41.9% |
| 1Y | +21.3% | -93.2% | +114.5% | +53.2% |
| All | +21.3% | -93.1% | +114.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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