-7.5%
NOC vs GEN
+20.2%
-27.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -4.6% |
| 7D | -5.0% | +26.9% | -31.8% | -5.4% |
| 30D | +10.3% | +38.6% | -28.3% | +9.8% |
| 3M | -4.3% | +9.7% | -14.1% | -4.4% |
| 6M | -6.5% | +58.9% | -65.4% | -5.7% |
| YTD | -6.7% | +15.3% | -22.1% | -6.9% |
| 1Y | -7.5% | +21.8% | -29.3% | -8.5% |
| All | -7.5% | +20.2% | -27.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling