+15,786.6%
NOC vs NI
+5,127.8%
+10,658.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -1.6% | +1.3% | -2.8% | -2.0% |
| 30D | -10.4% | -0.3% | -10.1% | -10.3% |
| 3M | -5.6% | -9.5% | +3.9% | -2.5% |
| 6M | -30.4% | -10.2% | -20.1% | -27.9% |
| YTD | -8.5% | +1.8% | -10.3% | -9.3% |
| 1Y | -8.3% | +5.7% | -14.0% | -10.5% |
| 3Y | +28.2% | +69.6% | -41.4% | +4.8% |
| 5Y | +56.7% | +95.8% | -39.1% | +20.9% |
| 10Y | +189.3% | +145.1% | +44.3% | +101.7% |
| All | +15,786.6% | +5,127.8% | +10,658.8% | +4,740.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling