-9.7%
NOC vs NXT
+26.2%
-35.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.5% |
| 7D | -5.2% | -1.1% | -4.1% | -5.2% |
| 30D | -7.2% | -15.3% | +8.1% | -7.3% |
| 3M | -5.1% | -43.8% | +38.7% | -5.1% |
| 6M | -31.1% | -18.7% | -12.4% | -31.1% |
| YTD | -8.6% | -3.0% | -5.6% | -9.5% |
| 1Y | -9.7% | +22.7% | -32.5% | -11.3% |
| All | -9.7% | +26.2% | -35.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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