+162.8%
NOC vs COO
+38.3%
+124.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | -0.3% | +4.5% | -4.8% | -1.3% |
| 30D | +14.1% | +16.9% | -2.8% | +10.5% |
| 3M | -4.6% | -16.7% | +12.1% | -1.4% |
| 6M | +0.7% | +5.9% | -5.2% | -1.3% |
| YTD | -2.6% | -22.4% | +19.8% | +1.8% |
| 1Y | -1.0% | -10.1% | +9.1% | +0.2% |
| 3Y | +24.5% | -22.8% | +47.3% | +27.1% |
| 5Y | +64.3% | -41.4% | +105.7% | +78.3% |
| 10Y | +162.8% | +41.3% | +121.5% | +137.4% |
| All | +162.8% | +38.3% | +124.4% | +137.4% |
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