+57.6%
NOC vs EXEL
+191.3%
-133.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | -8.9% | +6.7% | -15.5% | -9.0% |
| 3M | -3.7% | +11.5% | -15.1% | -4.0% |
| 6M | -30.8% | +38.8% | -69.6% | -31.5% |
| YTD | -7.9% | +31.6% | -39.5% | -8.7% |
| 1Y | -9.4% | +53.0% | -62.4% | -10.9% |
| 3Y | +29.0% | +160.8% | -131.9% | +20.2% |
| All | +57.6% | +191.3% | -133.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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