+189.8%
NOC vs OMC
+34.2%
+155.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.8% | -4.4% | +5.1% | +1.8% |
| 30D | -9.7% | -7.6% | -2.1% | -8.1% |
| 3M | -5.6% | +4.5% | -10.2% | -6.9% |
| 6M | -28.6% | -0.3% | -28.3% | -28.8% |
| YTD | -7.9% | -0.1% | -7.8% | -8.8% |
| 1Y | -9.5% | +4.6% | -14.2% | -11.8% |
| 3Y | +28.4% | +10.5% | +17.9% | +20.5% |
| 5Y | +59.0% | +31.7% | +27.2% | +36.6% |
| All | +189.8% | +34.2% | +155.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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