+16,877.1%
NOC vs ES
+1,249.3%
+15,627.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +13.6% | +6.7% | +6.9% | +11.5% |
| 3M | -3.9% | +0.3% | -4.2% | -4.0% |
| 6M | +1.4% | +7.4% | -6.0% | -0.8% |
| YTD | -2.2% | +8.4% | -10.6% | -4.7% |
| 1Y | -1.2% | +0.6% | -1.8% | -2.1% |
| 3Y | +25.0% | +50.6% | -25.6% | +8.7% |
| 5Y | +66.0% | +4.8% | +61.2% | +59.0% |
| 10Y | +161.4% | +93.1% | +68.3% | +111.1% |
| All | +16,877.1% | +1,249.3% | +15,627.8% | +9,336.9% |
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