+66.0%
NOC vs COMP
-14.2%
+80.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.9% |
| 30D | +13.6% | +16.3% | -2.7% | +13.7% |
| 3M | -3.9% | -19.1% | +15.3% | -4.0% |
| 6M | +1.4% | +17.1% | -15.7% | +1.6% |
| YTD | -2.2% | -2.9% | +0.7% | -2.1% |
| 1Y | -1.2% | +8.8% | -10.0% | -1.0% |
| 3Y | +25.0% | +423.5% | -398.4% | +26.2% |
| 5Y | +66.0% | -10.5% | +76.5% | +69.1% |
| All | +66.0% | -14.2% | +80.3% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling