+134.4%
NOK vs USFD
+24.9%
+109.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +0.5% |
| 7D | +9.3% | -7.0% | +16.4% | +8.6% |
| 30D | +17.9% | -10.3% | +28.1% | +16.6% |
| 3M | -22.3% | +9.2% | -31.5% | -22.4% |
| 6M | +36.4% | +7.4% | +29.0% | +37.5% |
| YTD | +66.3% | +29.4% | +36.9% | +60.5% |
| 1Y | +134.4% | +24.8% | +109.6% | +129.9% |
| All | +134.4% | +24.9% | +109.5% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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