+16,077.5%
NOC vs COO
+5,356.1%
+10,721.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -5.8% | +4.7% | -10.6% | -6.1% |
| 30D | +10.9% | +13.9% | -3.0% | +10.2% |
| 3M | -7.1% | -14.9% | +7.8% | -6.5% |
| 6M | -5.3% | +2.0% | -7.4% | -5.6% |
| YTD | -6.8% | -23.9% | +17.1% | -5.7% |
| 1Y | -6.7% | -9.6% | +2.9% | -6.5% |
| 3Y | +17.2% | -25.4% | +42.6% | +18.1% |
| 5Y | +56.3% | -41.2% | +97.4% | +58.7% |
| 10Y | +173.7% | +42.1% | +131.7% | +167.5% |
| All | +16,077.5% | +5,356.1% | +10,721.4% | +15,371.2% |
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