+24.6%
NOC vs P
+197.6%
-173.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.2% |
| 7D | +4.8% | +11.6% | -6.8% | +5.2% |
| 30D | +11.0% | -23.7% | +34.7% | +10.2% |
| 3M | -3.8% | -8.0% | +4.2% | -4.0% |
| 6M | +0.6% | +27.9% | -27.3% | +1.8% |
| YTD | -2.3% | +61.2% | -63.4% | -0.5% |
| 1Y | +0.3% | +28.6% | -28.4% | +1.6% |
| 3Y | +24.6% | +200.5% | -175.9% | +31.3% |
| All | +24.6% | +197.6% | -173.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling