+3,766.0%
NOC vs EL
+1,850.3%
+1,915.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | -0.3% | +7.6% | -7.9% | -1.6% |
| 30D | +14.1% | +15.7% | -1.6% | +11.3% |
| 3M | -4.6% | +30.5% | -35.2% | -9.2% |
| 6M | +0.7% | +32.5% | -31.8% | -4.7% |
| YTD | -2.6% | +9.4% | -12.1% | -5.9% |
| 1Y | -1.0% | +28.4% | -29.3% | -7.1% |
| 3Y | +24.5% | +4.4% | +20.0% | +16.2% |
| 5Y | +64.3% | -64.5% | +128.8% | +83.7% |
| 10Y | +162.8% | +64.9% | +97.9% | +109.4% |
| All | +3,766.0% | +1,850.3% | +1,915.8% | +2,002.5% |
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