+90.3%
FOXA vs NOC
+109.9%
-19.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | -2.7% | +2.1% | 0.0% |
| 30D | +2.3% | -8.9% | +11.2% | +4.4% |
| 3M | -2.8% | -3.7% | +0.8% | -2.1% |
| 6M | +9.6% | -30.8% | +40.4% | +18.6% |
| YTD | -9.9% | -7.9% | -2.0% | -9.0% |
| 1Y | +5.4% | -9.4% | +14.8% | +6.7% |
| 3Y | +115.3% | +29.0% | +86.3% | +94.3% |
| 5Y | +93.1% | +56.1% | +37.0% | +54.1% |
| All | +90.3% | +109.9% | -19.6% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling