-9.7%
NOC vs IT
-24.5%
+14.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.5% |
| 7D | -5.2% | -6.0% | +0.9% | -5.2% |
| 30D | -7.2% | 0.0% | -7.2% | -7.2% |
| 3M | -5.1% | +13.1% | -18.2% | -5.9% |
| 6M | -31.1% | +11.7% | -42.8% | -31.6% |
| YTD | -8.6% | -26.1% | +17.5% | -9.9% |
| 1Y | -9.7% | -21.3% | +11.5% | -11.0% |
| All | -9.7% | -24.5% | +14.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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