+191.0%
NOC vs COO
+45.8%
+145.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.3% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | -8.9% | -8.8% | 0.0% | -7.1% |
| 3M | -3.7% | +1.3% | -5.0% | -4.1% |
| 6M | -30.8% | -11.6% | -19.2% | -29.2% |
| YTD | -7.9% | -17.4% | +9.5% | -4.6% |
| 1Y | -9.4% | -1.6% | -7.8% | -9.7% |
| 3Y | +29.0% | -22.6% | +51.6% | +32.4% |
| 5Y | +56.1% | -40.3% | +96.4% | +70.2% |
| All | +191.0% | +45.8% | +145.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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