+867.8%
NOC vs FANG
+1,416.0%
-548.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -1.9% |
| 30D | -9.4% | +2.4% | -11.8% | -9.7% |
| 3M | -3.8% | +5.1% | -8.9% | -4.5% |
| 6M | -28.8% | +16.4% | -45.2% | -30.2% |
| YTD | -7.9% | +39.0% | -46.8% | -11.5% |
| 1Y | -9.0% | +50.6% | -59.7% | -13.4% |
| 3Y | +29.1% | +46.9% | -17.9% | +21.8% |
| 5Y | +58.9% | +238.2% | -179.3% | +36.5% |
| 10Y | +191.2% | +181.3% | +10.0% | +140.9% |
| All | +867.8% | +1,416.0% | -548.1% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling