+189.3%
NOC vs CAPR
-77.3%
+266.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.6% |
| 7D | -1.6% | -12.6% | +11.1% | -1.6% |
| 30D | -10.4% | +124.4% | -134.8% | -10.4% |
| 3M | -5.6% | -66.8% | +61.2% | -5.6% |
| 6M | -30.4% | -71.8% | +41.4% | -30.4% |
| YTD | -8.5% | -70.1% | +61.6% | -8.5% |
| 1Y | -8.3% | +33.3% | -41.7% | -8.2% |
| 3Y | +28.2% | +36.7% | -8.5% | +28.4% |
| 5Y | +56.7% | +72.5% | -15.7% | +57.0% |
| 10Y | +189.3% | -77.3% | +266.6% | +193.6% |
| All | +189.3% | -77.3% | +266.6% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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