+15,890.8%
NOC vs NYT
+754.3%
+15,136.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | -9.4% | +4.5% | -13.9% | -10.1% |
| 3M | -3.8% | -8.5% | +4.7% | -2.9% |
| 6M | -28.8% | -15.1% | -13.7% | -27.3% |
| YTD | -7.9% | -3.3% | -4.6% | -8.0% |
| 1Y | -9.0% | +17.0% | -26.0% | -11.8% |
| 3Y | +29.1% | +55.7% | -26.6% | +18.5% |
| 5Y | +58.9% | +38.9% | +20.1% | +45.9% |
| 10Y | +191.2% | +485.3% | -294.1% | +105.5% |
| All | +15,890.8% | +754.3% | +15,136.4% | +9,095.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling