-7.5%
NOC vs NDAQ
+28.8%
-36.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.9% |
| 7D | -5.0% | +3.9% | -8.9% | -5.5% |
| 30D | +10.3% | +19.0% | -8.7% | +7.9% |
| 3M | -4.3% | +17.6% | -21.9% | -6.3% |
| 6M | -6.5% | +21.0% | -27.5% | -9.5% |
| YTD | -6.7% | +14.1% | -20.8% | -10.1% |
| 1Y | -7.5% | +29.4% | -36.9% | -13.5% |
| All | -7.5% | +28.8% | -36.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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