+3,607.3%
NOC vs A
+539.8%
+3,067.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | +14.1% | +0.8% | +13.3% | +13.9% |
| 3M | -4.5% | +16.9% | -21.3% | -7.1% |
| 6M | -0.8% | +53.8% | -54.5% | -8.2% |
| YTD | -2.5% | +28.1% | -30.6% | -7.3% |
| 1Y | -0.1% | +15.0% | -15.1% | -3.3% |
| 3Y | +24.6% | +63.1% | -38.5% | +12.0% |
| 5Y | +65.6% | +11.5% | +54.1% | +56.6% |
| 10Y | +160.5% | +303.2% | -142.6% | +97.0% |
| All | +3,607.3% | +539.8% | +3,067.6% | +2,218.9% |
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