+28.4%
NOC vs NTR
+36.8%
-8.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | -9.7% | +16.8% | -26.5% | -11.4% |
| 3M | -5.6% | +20.7% | -26.4% | -8.0% |
| 6M | -28.6% | +0.5% | -29.1% | -29.0% |
| YTD | -7.9% | +29.2% | -37.1% | -11.5% |
| 1Y | -9.5% | +39.6% | -49.1% | -14.0% |
| 3Y | +28.4% | +37.9% | -9.5% | +27.4% |
| All | +28.4% | +36.8% | -8.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling