+15,768.5%
NOC vs COO
+5,988.7%
+9,779.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -5.2% | -2.2% | -3.0% | -5.1% |
| 30D | -7.2% | -7.0% | -0.2% | -6.9% |
| 3M | -5.1% | +12.2% | -17.3% | -5.7% |
| 6M | -31.1% | -15.1% | -16.0% | -30.6% |
| YTD | -8.6% | -15.1% | +6.5% | -7.9% |
| 1Y | -9.7% | +2.3% | -12.1% | -9.9% |
| 3Y | +24.3% | -23.7% | +48.0% | +25.2% |
| 5Y | +52.6% | -38.9% | +91.6% | +54.9% |
| 10Y | +183.6% | +49.9% | +133.7% | +176.5% |
| All | +15,768.5% | +5,988.7% | +9,779.8% | +15,011.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling