+64.3%
NOC vs NDAQ
+68.2%
-3.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.8% |
| 30D | +14.1% | +17.5% | -3.4% | +11.3% |
| 3M | -4.6% | +15.4% | -20.1% | -6.8% |
| 6M | +0.7% | +24.6% | -23.9% | -2.9% |
| YTD | -2.6% | +14.4% | -17.0% | -5.2% |
| 1Y | -1.0% | +26.9% | -27.9% | -5.2% |
| 3Y | +24.5% | +119.8% | -95.3% | +7.7% |
| 5Y | +64.3% | +70.5% | -6.2% | +43.9% |
| All | +64.3% | +68.2% | -3.9% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling