+60.4%
NOC vs FRSH
-72.4%
+132.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -1.6% | -9.6% | +8.0% | -1.6% |
| 30D | -10.4% | -0.4% | -10.0% | -10.4% |
| 3M | -5.6% | +27.2% | -32.8% | -5.6% |
| 6M | -30.4% | +42.2% | -72.6% | -30.4% |
| YTD | -8.5% | -2.6% | -5.9% | -8.5% |
| 1Y | -8.3% | -10.2% | +1.8% | -8.3% |
| 3Y | +28.2% | -45.5% | +73.7% | +27.9% |
| All | +60.4% | -72.4% | +132.9% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling