+56.1%
NOC vs A
-14.2%
+70.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.5% |
| 30D | -8.9% | +0.6% | -9.5% | -9.0% |
| 3M | -3.7% | +10.9% | -14.6% | -4.7% |
| 6M | -30.8% | +28.2% | -59.0% | -32.7% |
| YTD | -7.9% | +8.6% | -16.5% | -8.9% |
| 1Y | -9.4% | +15.5% | -25.0% | -11.0% |
| 3Y | +29.0% | +31.8% | -2.8% | +23.4% |
| 5Y | +56.1% | -14.9% | +70.9% | +49.8% |
| All | +56.1% | -14.2% | +70.3% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling