+137.9%
NOK vs USFD
+159.2%
-21.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -10.5% | +3.0% | -13.5% | -10.7% |
| 30D | -27.9% | +11.1% | -38.9% | -28.8% |
| 3M | -18.8% | -0.3% | -18.5% | -18.8% |
| 6M | -41.9% | +15.9% | -57.8% | -43.3% |
| YTD | +18.4% | +41.6% | -23.2% | +8.4% |
| 1Y | +10.9% | +49.4% | -38.5% | -0.4% |
| 3Y | +137.9% | +157.8% | -20.0% | +87.9% |
| All | +137.9% | +159.2% | -21.3% | +87.9% |
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 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