+135.3%
JPM vs NOC
+65.6%
+69.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +1.0% |
| 7D | +3.5% | +4.8% | -1.3% | +2.8% |
| 30D | +3.3% | +11.0% | -7.8% | +1.7% |
| 3M | -4.2% | -3.8% | -0.4% | -3.8% |
| 6M | +16.4% | +0.6% | +15.8% | +16.0% |
| YTD | +9.5% | -2.3% | +11.8% | +9.1% |
| 1Y | +14.0% | +0.3% | +13.8% | +13.2% |
| 3Y | +153.1% | +24.6% | +128.5% | +141.9% |
| All | +135.3% | +65.6% | +69.7% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling