+1,592.4%
NOC vs NDAQ
+2,666.5%
-1,074.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -0.3% | +2.9% | -3.2% | -0.9% |
| 30D | +14.1% | +17.5% | -3.4% | +10.3% |
| 3M | -4.6% | +15.4% | -20.1% | -7.5% |
| 6M | +0.7% | +24.6% | -23.9% | -4.0% |
| YTD | -2.6% | +14.4% | -17.0% | -6.0% |
| 1Y | -1.0% | +26.9% | -27.9% | -6.5% |
| 3Y | +24.5% | +119.8% | -95.3% | +4.0% |
| 5Y | +64.3% | +70.5% | -6.2% | +42.9% |
| 10Y | +162.8% | +475.8% | -313.0% | +77.7% |
| All | +1,592.4% | +2,666.5% | -1,074.2% | +872.4% |
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