+1,598.0%
NOC vs NDAQ
+2,627.5%
-1,029.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.8% | +1.3% | +3.6% | +4.6% |
| 30D | +11.0% | +18.0% | -6.9% | +7.3% |
| 3M | -3.8% | +11.5% | -15.3% | -6.0% |
| 6M | +0.6% | +21.1% | -20.4% | -3.6% |
| YTD | -2.3% | +12.8% | -15.1% | -5.4% |
| 1Y | +0.3% | +25.7% | -25.5% | -5.1% |
| 3Y | +24.6% | +116.8% | -92.2% | +4.4% |
| 5Y | +66.0% | +67.3% | -1.3% | +45.0% |
| 10Y | +161.2% | +473.3% | -312.2% | +76.8% |
| All | +1,598.0% | +2,627.5% | -1,029.6% | +878.5% |
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 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