+1,488.6%
NOC vs NDAQ
+2,327.9%
-839.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.1% |
| 7D | -5.2% | -2.4% | -2.7% | -4.7% |
| 30D | -7.2% | +2.5% | -9.7% | -7.7% |
| 3M | -5.1% | +9.9% | -15.0% | -7.1% |
| 6M | -31.1% | +9.4% | -40.5% | -32.6% |
| YTD | -8.6% | +0.4% | -9.0% | -9.3% |
| 1Y | -9.7% | +4.0% | -13.8% | -11.1% |
| 3Y | +24.3% | +94.4% | -70.1% | +6.5% |
| 5Y | +52.6% | +56.7% | -4.1% | +35.0% |
| 10Y | +183.6% | +375.3% | -191.7% | +99.4% |
| All | +1,488.6% | +2,327.9% | -839.3% | +838.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling