+56.7%
NOC vs P
+247.4%
-190.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | 0.0% |
| 7D | -5.8% | -23.8% | +18.0% | -6.3% |
| 30D | +10.9% | -36.6% | +47.5% | +10.1% |
| 3M | -7.1% | +10.9% | -18.0% | -7.0% |
| 6M | -5.3% | +30.0% | -35.3% | -4.9% |
| YTD | -6.8% | +44.4% | -51.2% | -6.3% |
| 1Y | -6.7% | +3.9% | -10.6% | -6.4% |
| 3Y | +17.2% | +176.6% | -159.4% | +16.4% |
| All | +56.7% | +247.4% | -190.7% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling