+56.7%
NOC vs IT
-45.7%
+102.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -1.6% | -9.1% | +7.6% | -1.2% |
| 30D | -10.4% | -12.2% | +1.8% | -9.9% |
| 3M | -5.6% | +7.8% | -13.4% | -6.2% |
| 6M | -30.4% | +2.0% | -32.4% | -30.8% |
| YTD | -8.5% | -32.7% | +24.3% | -7.2% |
| 1Y | -8.3% | -31.1% | +22.8% | -7.3% |
| 3Y | +28.2% | -52.1% | +80.3% | +32.8% |
| 5Y | +56.7% | -46.3% | +103.0% | +59.5% |
| All | +56.7% | -45.7% | +102.4% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling