+318.3%
INTC vs NOC
-9.0%
+327.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.5% | +0.8% | +6.7% | +7.7% |
| 30D | +2.0% | -9.7% | +11.7% | -0.8% |
| 3M | -12.0% | -5.6% | -6.3% | -12.2% |
| 6M | +114.5% | -28.6% | +143.1% | +118.9% |
| YTD | +179.0% | -7.9% | +186.8% | +181.5% |
| 1Y | +318.3% | -9.5% | +327.8% | +350.8% |
| All | +318.3% | -9.0% | +327.2% | +350.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling