+8.6%
FOXA vs NOC
-10.0%
+18.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.1% |
| 7D | -4.0% | -5.2% | +1.2% | -3.4% |
| 30D | +12.0% | -7.2% | +19.2% | +13.0% |
| 3M | +0.3% | -5.1% | +5.4% | +0.6% |
| 6M | +12.5% | -31.1% | +43.5% | +14.0% |
| YTD | -9.6% | -8.6% | -1.0% | -8.9% |
| 1Y | +8.6% | -9.7% | +18.3% | +8.2% |
| All | +8.6% | -10.0% | +18.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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