+28.4%
NOC vs COPX
+149.4%
-121.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | -9.7% | +0.3% | -10.0% | -9.8% |
| 3M | -5.6% | +6.8% | -12.5% | -6.1% |
| 6M | -28.6% | +7.9% | -36.5% | -29.0% |
| YTD | -7.9% | +23.7% | -31.6% | -9.3% |
| 1Y | -9.5% | +71.5% | -81.1% | -12.2% |
| 3Y | +28.4% | +149.1% | -120.7% | +22.4% |
| All | +28.4% | +149.4% | -121.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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