+152.5%
JPM vs NOC
+58.2%
+94.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | +0.8% | -1.4% | -0.8% |
| 30D | -2.5% | -9.7% | +7.2% | -1.1% |
| 3M | +14.1% | -5.6% | +19.8% | +15.0% |
| 6M | +25.1% | -28.6% | +53.7% | +30.3% |
| YTD | +12.1% | -7.9% | +20.0% | +12.8% |
| 1Y | +18.8% | -9.5% | +28.3% | +19.7% |
| 3Y | +163.4% | +28.4% | +135.0% | +150.8% |
| All | +152.5% | +58.2% | +94.3% | +123.0% |
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