+3,603.8%
NOC vs A
+557.8%
+3,046.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +14.1% | +4.3% | +9.8% | +13.3% |
| 3M | -4.6% | +19.8% | -24.4% | -7.7% |
| 6M | +0.7% | +54.4% | -53.6% | -6.9% |
| YTD | -2.6% | +31.7% | -34.3% | -7.8% |
| 1Y | -1.0% | +22.4% | -23.4% | -5.2% |
| 3Y | +24.5% | +67.7% | -43.2% | +11.4% |
| 5Y | +64.3% | +15.7% | +48.6% | +54.4% |
| 10Y | +162.8% | +308.7% | -145.9% | +98.2% |
| All | +3,603.8% | +557.8% | +3,046.0% | +2,206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling