+17.2%
NOC vs COO
-25.3%
+42.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -5.8% | +4.7% | -10.6% | -6.4% |
| 30D | +10.9% | +13.9% | -3.0% | +9.3% |
| 3M | -7.1% | -14.9% | +7.8% | -5.6% |
| 6M | -5.3% | +2.0% | -7.4% | -5.9% |
| YTD | -6.8% | -23.9% | +17.1% | -4.6% |
| 1Y | -6.7% | -9.6% | +2.9% | -6.1% |
| 3Y | +17.2% | -25.4% | +42.6% | +18.7% |
| All | +17.2% | -25.3% | +42.5% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling