+154.4%
NOC vs AR
+47.5%
+106.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -5.8% | -14.3% | +8.4% | -5.0% |
| 30D | +10.9% | +1.4% | +9.5% | +10.8% |
| 3M | -7.1% | +3.4% | -10.5% | -7.3% |
| 6M | -5.3% | -2.1% | -3.3% | -5.4% |
| YTD | -6.8% | +4.7% | -11.5% | -7.4% |
| 1Y | -6.7% | +10.6% | -17.3% | -7.7% |
| 3Y | +17.2% | +24.6% | -7.4% | +14.0% |
| 5Y | +56.3% | +71.9% | -15.6% | +47.8% |
| All | +154.4% | +47.5% | +106.9% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling