+16,510.8%
NOC vs ECL
+14,336.9%
+2,173.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +12.1% | +8.8% | +3.3% | +9.4% |
| 3M | -5.3% | +7.8% | -13.1% | -7.4% |
| 6M | -1.0% | +21.3% | -22.3% | -6.6% |
| YTD | -4.3% | +17.8% | -22.1% | -9.2% |
| 1Y | -3.6% | +21.1% | -24.7% | -9.4% |
| 3Y | +22.9% | +80.1% | -57.2% | +1.8% |
| 5Y | +60.4% | +40.5% | +19.9% | +39.8% |
| 10Y | +161.3% | +197.7% | -36.5% | +78.7% |
| All | +16,510.8% | +14,336.9% | +2,173.8% | +5,281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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