-9.0%
NOC vs IT
-30.3%
+21.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.7% |
| 7D | -1.8% | -12.7% | +10.9% | -1.7% |
| 30D | -9.4% | -8.9% | -0.6% | -9.4% |
| 3M | -3.8% | +10.1% | -14.0% | -4.4% |
| 6M | -28.8% | +7.3% | -36.0% | -29.2% |
| YTD | -7.9% | -32.4% | +24.5% | -8.8% |
| 1Y | -9.0% | -26.6% | +17.6% | -10.1% |
| All | -9.0% | -30.3% | +21.3% | -10.1% |
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