+165.2%
NOK vs USFD
+165.3%
-0.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | +4.7% | +3.5% | +1.2% | +4.2% |
| 3M | -39.7% | +26.6% | -66.2% | -42.3% |
| 6M | +23.1% | +11.7% | +11.4% | +20.8% |
| YTD | +55.0% | +38.1% | +16.9% | +42.7% |
| 1Y | +118.0% | +33.4% | +84.7% | +102.3% |
| All | +165.2% | +165.3% | -0.2% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling