-28.8%
NOC vs NTRS
+35.7%
-64.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | -9.4% | +0.2% | -9.6% | -9.5% |
| 3M | -3.8% | +13.2% | -17.1% | -3.3% |
| 6M | -28.8% | +36.9% | -65.7% | -27.3% |
| All | -28.8% | +35.7% | -64.5% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling