-2.7%
NOC vs ACWI
+12.9%
-15.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.7% |
| 7D | -2.9% | +0.3% | -3.3% | -3.0% |
| 30D | +12.1% | -2.8% | +15.0% | +12.0% |
| 3M | -5.3% | -3.2% | -2.1% | -5.3% |
| 6M | -1.0% | +1.3% | -2.3% | -1.6% |
| YTD | -4.3% | +11.2% | -15.5% | -7.4% |
| All | -2.7% | +12.9% | -15.5% | -6.0% |
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