+86.8%
NOC vs COMP
-52.0%
+138.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.0% | +16.6% | -5.5% | +11.2% |
| 3M | -3.8% | -23.5% | +19.7% | -3.9% |
| 6M | +0.6% | +25.7% | -25.1% | +0.9% |
| YTD | -2.3% | -3.4% | +1.1% | -2.2% |
| 1Y | +0.3% | +7.6% | -7.3% | +0.5% |
| 3Y | +24.6% | +423.6% | -399.0% | +26.1% |
| 5Y | +66.0% | -10.6% | +76.6% | +66.2% |
| All | +86.8% | -52.0% | +138.8% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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