+3,015.1%
NOC vs FDS
+9,502.8%
-6,487.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.9% |
| 7D | -5.2% | -1.9% | -3.3% | -4.9% |
| 30D | -7.2% | +9.0% | -16.2% | -8.6% |
| 3M | -5.1% | +18.9% | -24.0% | -8.2% |
| 6M | -31.1% | +35.1% | -66.2% | -35.2% |
| YTD | -8.6% | +5.5% | -14.1% | -10.8% |
| 1Y | -9.7% | -16.8% | +7.1% | -8.5% |
| 3Y | +24.3% | -28.1% | +52.3% | +28.2% |
| 5Y | +52.6% | -17.4% | +70.0% | +52.5% |
| 10Y | +183.6% | +85.4% | +98.2% | +144.4% |
| All | +3,015.1% | +9,502.8% | -6,487.7% | +1,571.3% |
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