+475.2%
NOC vs USFR
+27.5%
+447.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | -7.2% | +0.3% | -7.5% | -7.2% |
| 3M | -5.1% | +1.0% | -6.1% | -5.2% |
| 6M | -31.1% | +1.9% | -33.0% | -31.2% |
| YTD | -8.6% | +2.6% | -11.2% | -8.8% |
| 1Y | -9.7% | +4.0% | -13.7% | -10.1% |
| 3Y | +24.3% | +14.1% | +10.2% | +22.8% |
| 5Y | +52.6% | +20.4% | +32.2% | +49.9% |
| 10Y | +183.6% | +28.0% | +155.6% | +177.2% |
| All | +475.2% | +27.5% | +447.6% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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