+59.1%
NOC vs EOSE
-70.0%
+129.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.8% | +1.8% | -1.0% | +0.8% |
| 30D | -9.7% | -6.8% | -2.9% | -9.7% |
| 3M | -5.6% | -36.3% | +30.6% | -5.3% |
| 6M | -28.6% | -38.8% | +10.2% | -28.5% |
| YTD | -7.9% | -65.5% | +57.7% | -7.3% |
| 1Y | -9.5% | -45.3% | +35.8% | -9.4% |
| 3Y | +28.4% | +44.2% | -15.8% | +25.8% |
| All | +59.1% | -70.0% | +129.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 5y: compounded portfolio wealth divided by compounded EOSE 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…
5y analysis · Full analysis span regression · 6 months rolling