+479.5%
NOC vs ALLE
+260.9%
+218.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -7.2% | -6.8% | -0.4% | -5.2% |
| 3M | -5.1% | +21.0% | -26.1% | -11.2% |
| 6M | -31.1% | +1.1% | -32.2% | -31.8% |
| YTD | -8.6% | -0.5% | -8.0% | -9.3% |
| 1Y | -9.7% | -7.3% | -2.5% | -8.5% |
| 3Y | +24.3% | +42.3% | -18.0% | +6.2% |
| 5Y | +52.6% | +13.5% | +39.2% | +39.2% |
| 10Y | +183.6% | +144.0% | +39.6% | +82.3% |
| All | +479.5% | +260.9% | +218.6% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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