+13,447.0%
GOOG vs NOC
+1,690.5%
+11,756.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.1% | -2.7% | +3.8% | +2.0% |
| 30D | -5.1% | -8.9% | +3.8% | -2.2% |
| 3M | -7.1% | -3.7% | -3.4% | -6.3% |
| 6M | +12.7% | -30.8% | +43.5% | +26.6% |
| YTD | +7.1% | -7.9% | +15.0% | +8.5% |
| 1Y | +43.6% | -9.4% | +53.0% | +45.8% |
| 3Y | +146.8% | +29.0% | +117.8% | +112.3% |
| 5Y | +133.7% | +56.1% | +77.6% | +77.7% |
| 10Y | +773.3% | +186.3% | +587.1% | +370.4% |
| All | +13,447.0% | +1,690.5% | +11,756.5% | +2,850.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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