+3,529.0%
NOC vs EL
+1,685.7%
+1,843.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.0% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -7.2% | +19.8% | -27.0% | -10.2% |
| 3M | -5.1% | +25.7% | -30.8% | -9.0% |
| 6M | -31.1% | +5.4% | -36.5% | -32.4% |
| YTD | -8.6% | +0.2% | -8.8% | -10.2% |
| 1Y | -9.7% | +20.4% | -30.2% | -14.4% |
| 3Y | +24.3% | -32.1% | +56.4% | +25.2% |
| 5Y | +52.6% | -67.2% | +119.8% | +72.9% |
| 10Y | +183.6% | +31.7% | +151.8% | +135.9% |
| All | +3,529.0% | +1,685.7% | +1,843.3% | +1,907.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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