+156.8%
NOC vs NDAQ
+472.7%
-315.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | +14.1% | +16.2% | -2.2% | +8.7% |
| 3M | -4.5% | +14.0% | -18.4% | -8.5% |
| 6M | -0.8% | +22.3% | -23.0% | -7.5% |
| YTD | -2.5% | +13.0% | -15.5% | -7.3% |
| 1Y | -0.1% | +24.0% | -24.1% | -8.0% |
| 3Y | +24.6% | +117.1% | -92.5% | -8.3% |
| 5Y | +65.6% | +67.5% | -1.9% | +32.3% |
| All | +156.8% | +472.7% | -315.9% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling