+585.7%
JPM vs NOC
+192.5%
+393.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.3% | -1.8% | -0.6% | -1.8% |
| 30D | -2.3% | -9.4% | +7.1% | +0.8% |
| 3M | +14.9% | -3.8% | +18.7% | +16.0% |
| 6M | +23.6% | -28.8% | +52.4% | +37.5% |
| YTD | +11.3% | -7.9% | +19.2% | +12.8% |
| 1Y | +19.9% | -9.0% | +28.9% | +21.9% |
| 3Y | +162.6% | +29.1% | +133.5% | +128.2% |
| 5Y | +154.6% | +58.9% | +95.7% | +90.9% |
| All | +585.7% | +192.5% | +393.2% | +287.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling