+15,768.5%
NOC vs EXPD
+30,859.1%
-15,090.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -5.2% | -1.1% | -4.0% | -5.0% |
| 30D | -7.2% | +4.1% | -11.3% | -7.8% |
| 3M | -5.1% | +17.9% | -23.0% | -7.5% |
| 6M | -31.1% | +29.2% | -60.3% | -33.8% |
| YTD | -8.6% | +27.4% | -35.9% | -12.3% |
| 1Y | -9.7% | +56.8% | -66.6% | -16.2% |
| 3Y | +24.3% | +68.0% | -43.8% | +13.2% |
| 5Y | +52.6% | +61.9% | -9.2% | +38.3% |
| 10Y | +183.6% | +316.0% | -132.4% | +123.2% |
| All | +15,768.5% | +30,859.1% | -15,090.6% | +9,788.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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