-0.1%
NOC vs COO
-13.9%
+13.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +4.5% | -2.1% | +6.6% | +4.8% |
| 30D | +14.1% | +13.9% | +0.2% | +12.1% |
| 3M | -4.5% | -18.9% | +14.5% | -1.3% |
| 6M | -0.8% | +3.7% | -4.5% | -2.1% |
| YTD | -2.5% | -24.1% | +21.6% | 0.0% |
| 1Y | -0.1% | -14.2% | +14.1% | +2.7% |
| All | -0.1% | -13.9% | +13.8% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling