+2.2%
NOC vs BOXX
+18.4%
-16.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | 0.0% | -1.8% | -1.6% |
| 30D | -9.4% | +0.3% | -9.7% | -8.7% |
| 3M | -3.8% | +1.0% | -4.8% | -0.8% |
| 6M | -28.8% | +1.9% | -30.7% | -23.9% |
| YTD | -7.9% | +2.6% | -10.5% | +1.2% |
| 1Y | -9.0% | +4.0% | -13.0% | +5.8% |
| 3Y | +29.1% | +14.6% | +14.4% | +85.9% |
| All | +2.2% | +18.4% | -16.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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