+13,507.3%
GOOGL vs NOC
+1,678.1%
+11,829.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | -2.3% | -5.2% | +2.9% | -0.5% |
| 30D | -6.6% | -7.2% | +0.6% | -4.3% |
| 3M | -8.9% | -5.1% | -3.8% | -7.7% |
| 6M | +11.9% | -31.1% | +42.9% | +25.9% |
| YTD | +8.3% | -8.6% | +16.9% | +10.0% |
| 1Y | +46.2% | -9.7% | +55.9% | +48.6% |
| 3Y | +151.9% | +24.3% | +127.6% | +119.6% |
| 5Y | +137.7% | +52.6% | +85.1% | +82.3% |
| 10Y | +757.6% | +183.6% | +574.0% | +363.4% |
| All | +13,507.3% | +1,678.1% | +11,829.2% | +2,869.5% |
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