-9.7%
NOC vs NTR
+43.1%
-52.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -5.2% | +8.1% | -13.3% | -6.0% |
| 30D | -7.2% | +18.8% | -26.0% | -9.2% |
| 3M | -5.1% | +16.2% | -21.3% | -7.3% |
| 6M | -31.1% | +9.8% | -40.8% | -32.5% |
| YTD | -8.6% | +30.9% | -39.5% | -13.3% |
| 1Y | -9.7% | +41.8% | -51.5% | -15.2% |
| All | -9.7% | +43.1% | -52.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling