+189.8%
NOC vs FANG
+182.5%
+7.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.5% |
| 30D | -9.7% | +2.6% | -12.3% | -9.9% |
| 3M | -5.6% | +7.6% | -13.2% | -6.4% |
| 6M | -28.6% | +17.3% | -45.9% | -30.0% |
| YTD | -7.9% | +38.7% | -46.6% | -11.3% |
| 1Y | -9.5% | +51.6% | -61.2% | -13.7% |
| 3Y | +28.4% | +50.0% | -21.6% | +21.2% |
| 5Y | +59.0% | +237.6% | -178.6% | +38.2% |
| All | +189.8% | +182.5% | +7.4% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling