+94.8%
NOC vs NTR
+103.7%
-8.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -10.4% | +21.7% | -32.1% | -14.2% |
| 3M | -5.6% | +22.8% | -28.4% | -10.0% |
| 6M | -30.4% | +8.2% | -38.6% | -32.1% |
| YTD | -8.5% | +32.9% | -41.4% | -14.9% |
| 1Y | -8.3% | +45.3% | -53.7% | -16.8% |
| 3Y | +28.2% | +41.7% | -13.4% | +15.3% |
| 5Y | +56.7% | +49.8% | +6.9% | +33.6% |
| All | +94.8% | +103.7% | -8.9% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling