+59.1%
NOC vs FANG
+232.6%
-173.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.4% |
| 30D | -9.7% | +2.6% | -12.3% | -10.0% |
| 3M | -5.6% | +7.6% | -13.2% | -6.8% |
| 6M | -28.6% | +17.3% | -45.9% | -30.7% |
| YTD | -7.9% | +38.7% | -46.6% | -13.1% |
| 1Y | -9.5% | +51.6% | -61.2% | -16.0% |
| 3Y | +28.4% | +50.0% | -21.6% | +16.2% |
| All | +59.1% | +232.6% | -173.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling