+84.1%
NOC vs JAAA
+29.4%
+54.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -9.7% | +0.5% | -10.2% | -9.7% |
| 3M | -5.6% | +1.3% | -6.9% | -5.7% |
| 6M | -28.6% | +2.8% | -31.4% | -28.6% |
| YTD | -7.9% | +3.3% | -11.1% | -7.9% |
| 1Y | -9.5% | +4.9% | -14.5% | -9.6% |
| 3Y | +28.4% | +19.0% | +9.4% | +31.1% |
| 5Y | +59.0% | +26.9% | +32.1% | +65.7% |
| All | +84.1% | +29.4% | +54.7% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling