-9.4%
NOC vs COO
-2.5%
-6.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.3% |
| 30D | -8.9% | -8.8% | 0.0% | -7.3% |
| 3M | -3.7% | +1.3% | -5.0% | -3.9% |
| 6M | -30.8% | -11.6% | -19.2% | -29.8% |
| YTD | -7.9% | -17.4% | +9.5% | -5.7% |
| 1Y | -9.4% | -1.6% | -7.8% | -9.7% |
| All | -9.4% | -2.5% | -6.9% | -9.7% |
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