+6,662.8%
NOC vs IT
+6,105.9%
+556.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.0% |
| 7D | -5.2% | -6.0% | +0.9% | -4.5% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -5.1% | +13.1% | -18.2% | -7.1% |
| 6M | -31.1% | +11.7% | -42.8% | -32.7% |
| YTD | -8.6% | -26.1% | +17.5% | -6.8% |
| 1Y | -9.7% | -21.3% | +11.5% | -8.9% |
| 3Y | +24.3% | -46.7% | +71.0% | +29.7% |
| 5Y | +52.6% | -40.5% | +93.1% | +55.3% |
| 10Y | +183.6% | +103.9% | +79.7% | +144.0% |
| All | +6,662.8% | +6,105.9% | +556.9% | +4,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling