+1,080.6%
NOC vs COPX
+200.8%
+879.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.6% | +6.0% | -7.5% | -2.7% |
| 30D | -10.4% | +6.4% | -16.8% | -11.6% |
| 3M | -5.6% | +19.3% | -24.9% | -9.3% |
| 6M | -30.4% | +16.2% | -46.6% | -33.3% |
| YTD | -8.5% | +33.2% | -41.6% | -15.1% |
| 1Y | -8.3% | +90.2% | -98.6% | -21.2% |
| 3Y | +28.2% | +175.7% | -147.4% | -0.9% |
| 5Y | +56.7% | +193.1% | -136.4% | +16.0% |
| 10Y | +189.3% | +619.4% | -430.1% | +57.7% |
| All | +1,080.6% | +200.8% | +879.9% | +656.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling