+987.5%
NOC vs ACWI
+356.8%
+630.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +0.5% | -5.7% | -5.5% |
| 30D | -7.2% | +0.9% | -8.1% | -7.7% |
| 3M | -5.1% | +2.4% | -7.5% | -6.8% |
| 6M | -31.1% | +12.4% | -43.4% | -36.4% |
| YTD | -8.6% | +15.2% | -23.7% | -17.0% |
| 1Y | -9.7% | +22.7% | -32.4% | -21.5% |
| 3Y | +24.3% | +75.8% | -51.5% | -16.5% |
| 5Y | +52.6% | +67.7% | -15.1% | +3.5% |
| 10Y | +183.6% | +229.0% | -45.4% | +16.4% |
| All | +987.5% | +356.8% | +630.7% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling