+83.0%
NOC vs COMP
-49.2%
+132.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.7% |
| 7D | -2.9% | +14.5% | -17.5% | -2.8% |
| 30D | +12.1% | +14.9% | -2.8% | +12.2% |
| 3M | -5.3% | -14.2% | +9.0% | -5.3% |
| 6M | -1.0% | +23.7% | -24.8% | -0.8% |
| YTD | -4.3% | +2.1% | -6.4% | -4.2% |
| 1Y | -3.6% | +26.2% | -29.8% | -3.4% |
| 3Y | +22.9% | +470.9% | -448.0% | +24.5% |
| 5Y | +60.4% | -14.0% | +74.4% | +60.4% |
| All | +83.0% | -49.2% | +132.2% | +77.4% |
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