+15,768.5%
NOC vs ES
+1,243.3%
+14,525.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -7.2% | -2.0% | -5.2% | -6.7% |
| 3M | -5.1% | +1.7% | -6.8% | -5.6% |
| 6M | -31.1% | -3.5% | -27.5% | -30.5% |
| YTD | -8.6% | +7.9% | -16.5% | -10.7% |
| 1Y | -9.7% | +17.2% | -26.9% | -14.3% |
| 3Y | +24.3% | +29.3% | -5.0% | +12.8% |
| 5Y | +52.6% | -5.7% | +58.4% | +50.7% |
| 10Y | +183.6% | +85.2% | +98.4% | +131.5% |
| All | +15,768.5% | +1,243.3% | +14,525.2% | +8,741.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling