+3,218.5%
NOC vs FDS
+10,266.7%
-7,048.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.3% | -2.0% | +1.7% | 0.0% |
| 30D | +14.1% | +13.5% | +0.6% | +11.6% |
| 3M | -4.6% | +15.2% | -19.8% | -7.2% |
| 6M | +0.7% | +47.0% | -46.3% | -6.6% |
| YTD | -2.6% | +13.9% | -16.5% | -6.4% |
| 1Y | -1.0% | +25.2% | -26.1% | -6.5% |
| 3Y | +24.5% | -25.3% | +49.8% | +27.4% |
| 5Y | +64.3% | -23.3% | +87.6% | +66.0% |
| 10Y | +162.8% | +126.0% | +36.7% | +119.0% |
| All | +3,218.5% | +10,266.7% | -7,048.2% | +1,652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling