-9.7%
NOC vs FIVE
+66.7%
-76.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -2.7% |
| 7D | -5.2% | +4.3% | -9.4% | -5.3% |
| 30D | -7.2% | +12.5% | -19.7% | -7.7% |
| 3M | -5.1% | +31.2% | -36.3% | -6.2% |
| 6M | -31.1% | +14.4% | -45.4% | -31.1% |
| YTD | -8.6% | +33.9% | -42.5% | -10.1% |
| 1Y | -9.7% | +65.1% | -74.8% | -12.4% |
| All | -9.7% | +66.7% | -76.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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