+78.3%
NOC vs COMP
-56.6%
+134.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.2% | +8.1% | -0.1% |
| 7D | -6.6% | -1.8% | -4.8% | -6.6% |
| 30D | +8.7% | -0.8% | +9.5% | +8.7% |
| 3M | -5.4% | -28.1% | +22.8% | -5.5% |
| 6M | -5.1% | +27.0% | -32.1% | -4.9% |
| YTD | -6.8% | -12.8% | +6.0% | -6.7% |
| 1Y | -6.4% | +4.9% | -11.3% | -6.2% |
| 3Y | +17.3% | +321.0% | -303.7% | +18.6% |
| 5Y | +56.3% | -25.6% | +81.9% | +56.2% |
| All | +78.3% | -56.6% | +134.9% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling