+250.5%
NEM vs NOC
+28.0%
+222.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +3.1% | -1.6% | +4.6% | +3.4% |
| 30D | +10.0% | -10.4% | +20.4% | +12.5% |
| 3M | +30.9% | -5.6% | +36.5% | +32.1% |
| 6M | +10.5% | -30.4% | +40.9% | +19.1% |
| YTD | +29.7% | -8.5% | +38.2% | +31.6% |
| 1Y | +71.1% | -8.3% | +79.5% | +73.3% |
| All | +250.5% | +28.0% | +222.4% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling