+86.4%
NOC vs EXE
+191.4%
-105.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.2% | +8.5% | -15.7% | -8.2% |
| 3M | -5.1% | +5.5% | -10.6% | -5.9% |
| 6M | -31.1% | -5.9% | -25.2% | -30.7% |
| YTD | -8.6% | -9.7% | +1.1% | -7.7% |
| 1Y | -9.7% | +3.6% | -13.3% | -11.1% |
| 3Y | +24.3% | +18.0% | +6.2% | +18.5% |
| 5Y | +52.6% | +109.4% | -56.8% | +33.4% |
| All | +86.4% | +191.4% | -105.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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