+0.3%
NOC vs OMC
+24.0%
-23.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +4.8% | +1.9% | +3.0% | +4.6% |
| 30D | +11.0% | +12.2% | -1.2% | +9.4% |
| 3M | -3.8% | +0.6% | -4.4% | -4.2% |
| 6M | +0.6% | +21.0% | -20.4% | -1.1% |
| YTD | -2.3% | +12.4% | -14.7% | -4.6% |
| 1Y | +0.3% | +25.4% | -25.2% | -2.0% |
| All | +0.3% | +24.0% | -23.7% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling