+15,768.5%
NOC vs OMC
+6,006.3%
+9,762.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.0% |
| 7D | -5.2% | -6.4% | +1.2% | -3.8% |
| 30D | -7.2% | +1.1% | -8.3% | -7.5% |
| 3M | -5.1% | +10.4% | -15.5% | -7.4% |
| 6M | -31.1% | -1.7% | -29.4% | -31.1% |
| YTD | -8.6% | +4.4% | -13.0% | -10.4% |
| 1Y | -9.7% | +8.4% | -18.2% | -12.5% |
| 3Y | +24.3% | +14.4% | +9.9% | +17.0% |
| 5Y | +52.6% | +33.9% | +18.8% | +35.9% |
| 10Y | +183.6% | +34.9% | +148.7% | +144.3% |
| All | +15,768.5% | +6,006.3% | +9,762.2% | +6,596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling