+3,221.7%
NOC vs FDS
+10,448.9%
-7,227.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +4.5% | -2.6% | +7.1% | +5.0% |
| 30D | +14.1% | +14.1% | 0.0% | +11.5% |
| 3M | -4.5% | +19.8% | -24.2% | -7.7% |
| 6M | -0.8% | +55.0% | -55.7% | -8.8% |
| YTD | -2.5% | +15.9% | -18.4% | -6.6% |
| 1Y | -0.1% | +24.2% | -24.3% | -5.5% |
| 3Y | +24.6% | -24.0% | +48.6% | +27.2% |
| 5Y | +65.6% | -23.3% | +88.9% | +67.3% |
| 10Y | +160.5% | +128.0% | +32.5% | +116.7% |
| All | +3,221.7% | +10,448.9% | -7,227.2% | +1,648.8% |
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