+302.3%
NEM vs NOC
+192.5%
+109.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | +7.8% | -9.7% | +17.5% | +9.8% |
| 3M | +30.2% | -5.6% | +35.9% | +31.3% |
| 6M | +9.6% | -28.6% | +38.2% | +16.3% |
| YTD | +27.8% | -7.9% | +35.7% | +29.3% |
| 1Y | +60.7% | -9.5% | +70.2% | +62.9% |
| 3Y | +245.3% | +28.4% | +216.9% | +226.9% |
| 5Y | +155.3% | +59.0% | +96.4% | +131.3% |
| All | +302.3% | +192.5% | +109.8% | +183.7% |
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