+943.2%
NOC vs FIVE
+822.5%
+120.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -5.8% | -0.3% | -5.6% | -5.9% |
| 30D | +10.9% | +17.7% | -6.8% | +9.2% |
| 3M | -7.1% | +4.0% | -11.1% | -7.6% |
| 6M | -5.3% | +2.6% | -8.0% | -6.0% |
| YTD | -6.8% | +27.6% | -34.4% | -9.5% |
| 1Y | -6.7% | +59.9% | -66.7% | -11.3% |
| 3Y | +17.2% | +35.8% | -18.6% | +11.1% |
| 5Y | +56.3% | +14.4% | +41.8% | +48.3% |
| 10Y | +173.7% | +576.1% | -402.4% | +107.5% |
| All | +943.2% | +822.5% | +120.7% | +655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling