+189.3%
NOC vs ARWR
+978.7%
-789.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -1.6% | -3.2% | +1.6% | -1.5% |
| 30D | -10.4% | -6.5% | -3.9% | -10.2% |
| 3M | -5.6% | +12.7% | -18.3% | -6.2% |
| 6M | -30.4% | +36.2% | -66.6% | -31.4% |
| YTD | -8.5% | +24.5% | -32.9% | -9.6% |
| 1Y | -8.3% | +198.0% | -206.3% | -12.8% |
| 3Y | +28.2% | +176.4% | -148.1% | +20.0% |
| 5Y | +56.7% | +26.6% | +30.2% | +49.3% |
| 10Y | +189.3% | +1,054.1% | -864.7% | +136.3% |
| All | +189.3% | +978.7% | -789.4% | +136.3% |
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