+56.7%
NOC vs EXR
-0.3%
+57.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -5.8% | +5.2% | -11.0% | -6.7% |
| 30D | +10.9% | +20.9% | -10.0% | +7.2% |
| 3M | -7.1% | +7.7% | -14.8% | -8.4% |
| 6M | -5.3% | +13.2% | -18.5% | -7.5% |
| YTD | -6.8% | +26.5% | -33.3% | -10.5% |
| 1Y | -6.7% | +27.2% | -33.9% | -10.5% |
| 3Y | +17.2% | +71.5% | -54.4% | +4.9% |
| All | +56.7% | -0.3% | +57.1% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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