+120.2%
NEM vs NOC
+65.6%
+54.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | +4.8% | -11.3% | -7.3% |
| 30D | +1.4% | +11.0% | -9.6% | -0.9% |
| 3M | -0.7% | -3.8% | +3.1% | -0.3% |
| 6M | -4.5% | +0.6% | -5.1% | -5.1% |
| YTD | +14.0% | -2.3% | +16.3% | +13.8% |
| 1Y | +27.3% | +0.3% | +27.0% | +26.2% |
| 3Y | +250.5% | +24.6% | +225.9% | +231.2% |
| All | +120.2% | +65.6% | +54.6% | +93.5% |
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