-8.3%
NOC vs FDS
-23.8%
+15.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | -1.6% | -8.8% | +7.2% | -1.1% |
| 30D | -10.4% | -1.4% | -9.0% | -10.3% |
| 3M | -5.6% | +13.9% | -19.5% | -6.3% |
| 6M | -30.4% | +27.4% | -57.8% | -31.2% |
| YTD | -8.5% | -2.5% | -6.0% | -8.9% |
| 1Y | -8.3% | -23.8% | +15.5% | -6.3% |
| All | -8.3% | -23.8% | +15.4% | -6.3% |
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