-7.5%
NOC vs FDS
+31.1%
-38.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.7% |
| 7D | -5.0% | +9.4% | -14.4% | -5.5% |
| 30D | +10.3% | +23.8% | -13.4% | +9.0% |
| 3M | -4.3% | +25.1% | -29.5% | -5.5% |
| 6M | -6.5% | +53.8% | -60.3% | -8.4% |
| YTD | -6.7% | +19.6% | -26.3% | -9.1% |
| 1Y | -7.5% | +31.6% | -39.1% | -10.6% |
| All | -7.5% | +31.1% | -38.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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