+56.7%
NOC vs ES
+1.4%
+55.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.7% |
| 7D | -5.8% | +1.9% | -7.7% | -6.3% |
| 30D | +10.9% | +7.1% | +3.8% | +8.9% |
| 3M | -7.1% | -1.9% | -5.2% | -6.8% |
| 6M | -5.3% | +4.4% | -9.7% | -6.6% |
| YTD | -6.8% | +7.3% | -14.1% | -8.8% |
| 1Y | -6.7% | +2.1% | -8.8% | -7.9% |
| 3Y | +17.2% | +41.8% | -24.7% | +3.5% |
| All | +56.7% | +1.4% | +55.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling