-0.1%
NOC vs A
+16.3%
-16.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.4% |
| 7D | +4.5% | +0.7% | +3.8% | +4.6% |
| 30D | +14.1% | +0.8% | +13.3% | +14.1% |
| 3M | -4.5% | +16.9% | -21.3% | -4.2% |
| 6M | -0.8% | +53.8% | -54.5% | -1.1% |
| YTD | -2.5% | +28.1% | -30.6% | -1.2% |
| 1Y | -0.1% | +15.0% | -15.1% | +3.1% |
| All | -0.1% | +16.3% | -16.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling