+154.0%
NEM vs NOC
+57.3%
+96.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -3.3% | -1.8% | -1.5% | -2.9% |
| 30D | +7.8% | -9.4% | +17.3% | +10.0% |
| 3M | +36.3% | -3.8% | +40.1% | +37.0% |
| 6M | +6.6% | -28.8% | +35.3% | +14.3% |
| YTD | +27.1% | -7.9% | +35.0% | +28.7% |
| 1Y | +62.3% | -9.0% | +71.4% | +64.6% |
| 3Y | +245.1% | +29.1% | +216.0% | +223.2% |
| 5Y | +154.0% | +58.9% | +95.0% | +116.4% |
| All | +154.0% | +57.3% | +96.7% | +116.4% |
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