+161.3%
NOC vs CAPR
-64.9%
+226.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.8% | +2.7% |
| 7D | -2.9% | +36.0% | -39.0% | -2.9% |
| 30D | +12.1% | +25.8% | -13.7% | +12.2% |
| 3M | -5.3% | +140.8% | -146.1% | -5.2% |
| 6M | -1.0% | -67.6% | +66.6% | -1.0% |
| YTD | -4.3% | -65.9% | +61.6% | -4.3% |
| 1Y | -3.6% | +66.1% | -69.8% | -3.5% |
| 3Y | +22.9% | +256.9% | -234.0% | +23.0% |
| 5Y | +60.4% | +172.1% | -111.7% | +60.7% |
| 10Y | +161.3% | -64.7% | +226.0% | +164.1% |
| All | +161.3% | -64.9% | +226.2% | +164.1% |
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