+3,376.8%
NOC vs A
+457.0%
+2,919.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.2% | -1.9% | -3.2% | -4.9% |
| 30D | -7.2% | +6.9% | -14.1% | -8.3% |
| 3M | -5.1% | +9.2% | -14.3% | -6.7% |
| 6M | -31.1% | +25.7% | -56.8% | -34.1% |
| YTD | -8.6% | +11.5% | -20.1% | -10.9% |
| 1Y | -9.7% | +18.4% | -28.1% | -13.1% |
| 3Y | +24.3% | +26.6% | -2.3% | +16.6% |
| 5Y | +52.6% | -12.8% | +65.4% | +50.5% |
| 10Y | +183.6% | +247.2% | -63.6% | +119.9% |
| All | +3,376.8% | +457.0% | +2,919.8% | +2,128.6% |
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