+472.4%
NEM vs NOC
+16,574.1%
-16,101.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +3.9% | -2.7% | +6.5% | +4.3% |
| 30D | +12.7% | -8.9% | +21.6% | +14.3% |
| 3M | +28.7% | -3.7% | +32.3% | +29.2% |
| 6M | +9.8% | -30.8% | +40.6% | +16.3% |
| YTD | +28.1% | -7.9% | +36.0% | +29.4% |
| 1Y | +69.3% | -9.4% | +78.8% | +71.3% |
| 3Y | +247.7% | +29.0% | +218.7% | +230.2% |
| 5Y | +153.4% | +56.1% | +97.3% | +131.7% |
| 10Y | +291.3% | +186.3% | +105.0% | +218.6% |
| All | +472.4% | +16,574.1% | -16,101.7% | +215.2% |
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