-1.6%
NOC vs FDS
+23.8%
-25.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.3% | -2.0% | +1.7% | -0.2% |
| 30D | +14.1% | +13.5% | +0.6% | +13.2% |
| 3M | -4.6% | +15.2% | -19.8% | -5.5% |
| 6M | +0.7% | +47.0% | -46.3% | -1.1% |
| YTD | -2.6% | +13.9% | -16.5% | -4.6% |
| All | -1.6% | +23.8% | -25.4% | -3.9% |
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