+189.8%
NOC vs NI
+143.3%
+46.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | 0.0% | +0.7% | +0.8% |
| 30D | -9.7% | -1.4% | -8.3% | -9.2% |
| 3M | -5.6% | -10.6% | +4.9% | -1.6% |
| 6M | -28.6% | -9.3% | -19.3% | -26.0% |
| YTD | -7.9% | +1.1% | -9.0% | -8.7% |
| 1Y | -9.5% | +3.4% | -12.9% | -11.2% |
| 3Y | +28.4% | +67.9% | -39.5% | +1.7% |
| 5Y | +59.0% | +98.0% | -39.0% | +16.1% |
| All | +189.8% | +143.3% | +46.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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