+21.6%
NOC vs NXT
+181.9%
-160.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | -2.7% | +2.9% | -5.6% | -2.7% |
| 30D | -8.9% | -17.2% | +8.4% | -9.0% |
| 3M | -3.7% | -32.0% | +28.3% | -4.0% |
| 6M | -30.8% | -15.8% | -15.0% | -30.8% |
| YTD | -7.9% | -1.9% | -6.0% | -7.9% |
| 1Y | -9.4% | +22.5% | -31.9% | -9.1% |
| 3Y | +29.0% | +100.5% | -71.6% | +29.5% |
| All | +21.6% | +181.9% | -160.3% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling