-9.7%
NOC vs FRSH
-3.3%
-6.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -2.6% |
| 7D | -5.2% | -8.2% | +3.0% | -5.3% |
| 30D | -7.2% | +10.5% | -17.7% | -6.9% |
| 3M | -5.1% | +32.7% | -37.9% | -4.3% |
| 6M | -31.1% | +50.3% | -81.4% | -30.2% |
| YTD | -8.6% | +3.9% | -12.5% | -10.0% |
| 1Y | -9.7% | -2.2% | -7.6% | -12.7% |
| All | -9.7% | -3.3% | -6.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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