-7.5%
NOC vs ES
-1.6%
-5.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.0% |
| 7D | -5.0% | +5.3% | -10.3% | -6.2% |
| 30D | +10.3% | +8.9% | +1.4% | +8.1% |
| 3M | -4.3% | -1.9% | -2.4% | -4.2% |
| 6M | -6.5% | +3.9% | -10.4% | -7.5% |
| YTD | -6.7% | +8.3% | -15.0% | -8.5% |
| 1Y | -7.5% | -0.1% | -7.3% | -9.0% |
| All | -7.5% | -1.6% | -5.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling