+58.9%
NOC vs OMC
+31.0%
+28.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -1.8% | -6.2% | +4.5% | -0.9% |
| 30D | -9.4% | -7.6% | -1.9% | -8.5% |
| 3M | -3.8% | +7.4% | -11.2% | -4.7% |
| 6M | -28.8% | +0.1% | -28.9% | -28.9% |
| YTD | -7.9% | +0.4% | -8.3% | -8.3% |
| 1Y | -9.0% | +7.8% | -16.8% | -10.4% |
| 3Y | +29.1% | +11.8% | +17.2% | +24.7% |
| 5Y | +58.9% | +32.5% | +26.5% | +40.4% |
| All | +58.9% | +31.0% | +28.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling