+923.2%
NOC vs FIVE
+868.1%
+55.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.0% |
| 7D | -5.2% | +4.3% | -9.4% | -5.6% |
| 30D | -7.2% | +12.5% | -19.7% | -8.3% |
| 3M | -5.1% | +31.2% | -36.3% | -7.6% |
| 6M | -31.1% | +14.4% | -45.4% | -32.2% |
| YTD | -8.6% | +33.9% | -42.5% | -11.5% |
| 1Y | -9.7% | +65.1% | -74.8% | -14.4% |
| 3Y | +24.3% | +49.0% | -24.7% | +16.8% |
| 5Y | +52.6% | +30.3% | +22.3% | +42.5% |
| 10Y | +183.6% | +481.1% | -297.5% | +116.9% |
| All | +923.2% | +868.1% | +55.1% | +639.1% |
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