+143.8%
GOOGL vs NOC
+28.0%
+115.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -1.9% | -1.6% | -0.3% | -1.9% |
| 30D | -7.5% | -10.4% | +2.9% | -8.1% |
| 3M | -9.2% | -5.6% | -3.6% | -9.5% |
| 6M | +8.1% | -30.4% | +38.5% | +4.6% |
| YTD | +5.8% | -8.5% | +14.3% | +5.6% |
| 1Y | +38.3% | -8.3% | +46.7% | +38.1% |
| All | +143.8% | +28.0% | +115.8% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling