+409.6%
NEM vs NOC
+17,598.2%
-17,188.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | +4.8% | -11.3% | -7.1% |
| 30D | +1.4% | +11.0% | -9.6% | -0.4% |
| 3M | -0.7% | -3.8% | +3.1% | -0.4% |
| 6M | -4.5% | +0.6% | -5.1% | -4.9% |
| YTD | +14.0% | -2.3% | +16.3% | +13.8% |
| 1Y | +27.3% | +0.3% | +27.0% | +26.4% |
| 3Y | +250.5% | +24.6% | +225.9% | +234.5% |
| 5Y | +121.1% | +66.0% | +55.1% | +99.7% |
| 10Y | +358.3% | +161.2% | +197.2% | +277.7% |
| All | +409.6% | +17,598.2% | -17,188.6% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling