-7.5%
NOC vs ACWI
+14.9%
-22.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.4% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +10.3% | -1.6% | +12.0% | +10.4% |
| 3M | -4.3% | -1.3% | -3.0% | -4.3% |
| 6M | -6.5% | +5.8% | -12.4% | -7.2% |
| YTD | -6.7% | +12.7% | -19.5% | -9.1% |
| 1Y | -7.5% | +15.0% | -22.5% | -9.8% |
| All | -7.5% | +14.9% | -22.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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