+16,837.1%
INTC vs NOC
+16,477.4%
+359.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +18.0% | -1.6% | +19.6% | +18.5% |
| 30D | +8.9% | -10.4% | +19.3% | +12.1% |
| 3M | -1.6% | -5.6% | +4.0% | -0.8% |
| 6M | +133.1% | -30.4% | +163.5% | +155.1% |
| YTD | +187.9% | -8.5% | +196.4% | +190.2% |
| 1Y | +334.7% | -8.3% | +343.0% | +336.8% |
| 3Y | +184.2% | +28.2% | +156.0% | +152.8% |
| 5Y | +116.0% | +56.7% | +59.3% | +76.4% |
| 10Y | +270.0% | +189.3% | +80.6% | +148.4% |
| All | +16,837.1% | +16,477.4% | +359.7% | +4,991.2% |
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