-1.0%
NOC vs P
+9.7%
-10.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.7% |
| 7D | -0.3% | -13.3% | +13.0% | -0.9% |
| 30D | +14.1% | -34.0% | +48.1% | +12.2% |
| 3M | -4.6% | +4.1% | -8.7% | -4.5% |
| 6M | +0.7% | +30.5% | -29.7% | +2.3% |
| YTD | -2.6% | +52.2% | -54.8% | -0.9% |
| 1Y | -1.0% | +10.3% | -11.2% | -0.2% |
| All | -1.0% | +9.7% | -10.7% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling