+157.4%
NOC vs ARWR
+1,024.2%
-866.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +4.8% | -17.8% | +22.7% | +5.6% |
| 30D | +11.0% | -18.1% | +29.2% | +11.8% |
| 3M | -3.8% | -44.2% | +40.4% | -1.6% |
| 6M | +0.6% | -38.6% | +39.3% | +2.3% |
| YTD | -2.3% | -28.0% | +25.7% | -1.5% |
| 1Y | +0.3% | +16.1% | -15.9% | -1.3% |
| 3Y | +24.6% | +84.0% | -59.4% | +17.4% |
| 5Y | +66.0% | -35.4% | +101.4% | +62.0% |
| All | +157.4% | +1,024.2% | -866.8% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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