+91.9%
NOC vs EOSE
-58.6%
+150.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.6% |
| 7D | -1.6% | +15.0% | -16.5% | -1.7% |
| 30D | -10.4% | +2.5% | -12.8% | -10.4% |
| 3M | -5.6% | -33.7% | +28.1% | -5.4% |
| 6M | -30.4% | -32.7% | +2.3% | -30.4% |
| YTD | -8.5% | -63.8% | +55.3% | -8.1% |
| 1Y | -8.3% | -40.5% | +32.2% | -8.3% |
| 3Y | +28.2% | +50.4% | -22.1% | +26.6% |
| 5Y | +56.7% | -68.6% | +125.3% | +47.0% |
| All | +91.9% | -58.6% | +150.6% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling