+189.8%
NOC vs NTRS
+259.9%
-70.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | -9.7% | -0.7% | -9.0% | -9.6% |
| 3M | -5.6% | +11.3% | -17.0% | -8.2% |
| 6M | -28.6% | +35.5% | -64.1% | -34.0% |
| YTD | -7.9% | +40.6% | -48.5% | -15.9% |
| 1Y | -9.5% | +49.2% | -58.7% | -18.7% |
| 3Y | +28.4% | +167.2% | -138.9% | -3.8% |
| 5Y | +59.0% | +94.9% | -36.0% | +26.7% |
| All | +189.8% | +259.9% | -70.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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