+162.8%
NOC vs P
+691.2%
-528.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | -0.3% | -13.3% | +13.0% | +0.3% |
| 30D | +14.1% | -34.0% | +48.1% | +16.2% |
| 3M | -4.6% | +4.1% | -8.7% | -5.4% |
| 6M | +0.7% | +30.5% | -29.7% | -1.9% |
| YTD | -2.6% | +52.2% | -54.8% | -6.4% |
| 1Y | -1.0% | +10.3% | -11.2% | -3.2% |
| 3Y | +24.5% | +180.9% | -156.4% | +8.7% |
| 5Y | +64.3% | +259.7% | -195.4% | +36.4% |
| 10Y | +162.8% | +652.6% | -489.9% | +90.9% |
| All | +162.8% | +691.2% | -528.4% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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