+3,166.1%
NOC vs EXEL
+341.7%
+2,824.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +4.5% | +1.6% | +2.9% | +4.4% |
| 30D | +14.1% | +17.4% | -3.3% | +12.8% |
| 3M | -4.5% | +38.6% | -43.1% | -6.6% |
| 6M | -0.8% | +41.2% | -42.0% | -3.2% |
| YTD | -2.5% | +59.3% | -61.9% | -5.9% |
| 1Y | -0.1% | +60.2% | -60.3% | -3.6% |
| 3Y | +24.6% | +232.6% | -208.0% | +13.1% |
| 5Y | +65.6% | +285.9% | -220.3% | +47.7% |
| 10Y | +160.5% | +325.9% | -165.3% | +123.7% |
| All | +3,166.1% | +341.7% | +2,824.5% | +2,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling