-1.0%
NOC vs COMP
+16.2%
-17.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +1.8% |
| 7D | -0.3% | +7.2% | -7.5% | -0.3% |
| 30D | +14.1% | +6.4% | +7.7% | +14.1% |
| 3M | -4.6% | -19.4% | +14.8% | -4.7% |
| 6M | +0.7% | +14.6% | -13.8% | +0.8% |
| YTD | -2.6% | -5.5% | +2.9% | -1.3% |
| 1Y | -1.0% | +13.7% | -14.6% | +1.4% |
| All | -1.0% | +16.2% | -17.1% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling