+189.8%
NOC vs NYT
+489.9%
-300.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | -9.7% | +4.6% | -14.3% | -10.2% |
| 3M | -5.6% | -9.6% | +3.9% | -4.8% |
| 6M | -28.6% | -14.0% | -14.6% | -27.6% |
| YTD | -7.9% | -2.8% | -5.0% | -8.0% |
| 1Y | -9.5% | +15.6% | -25.1% | -11.6% |
| 3Y | +28.4% | +56.3% | -27.9% | +19.6% |
| 5Y | +59.0% | +39.5% | +19.4% | +48.7% |
| All | +189.8% | +489.9% | -300.1% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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