-2.7%
NOC vs FICO
-58.5%
+55.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.5% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | +12.1% | +8.4% | +3.7% | +11.3% |
| 3M | -5.3% | -30.5% | +25.2% | -3.5% |
| 6M | -1.0% | -35.7% | +34.7% | +0.9% |
| YTD | -4.3% | -57.2% | +52.9% | +2.6% |
| All | -2.7% | -58.5% | +55.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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