+51.1%
NEM vs NOC
-7.1%
+58.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.5% | +14.4% | +10.3% |
| 7D | +3.7% | -5.0% | +8.6% | +4.1% |
| 30D | +2.0% | +10.3% | -8.4% | 0.0% |
| 3M | +21.1% | -4.3% | +25.4% | +21.1% |
| 6M | +9.5% | -6.5% | +16.0% | +9.7% |
| YTD | +19.1% | -6.7% | +25.8% | +25.1% |
| 1Y | +51.1% | -7.5% | +58.6% | +57.3% |
| All | +51.1% | -7.1% | +58.2% | +57.3% |
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