+272.3%
NOC vs P
+469.1%
-196.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.2% |
| 7D | -5.8% | -23.8% | +18.0% | -4.7% |
| 30D | +10.9% | -36.6% | +47.5% | +13.1% |
| 3M | -7.1% | +10.9% | -18.0% | -8.2% |
| 6M | -5.3% | +30.0% | -35.3% | -7.7% |
| YTD | -6.8% | +44.4% | -51.2% | -10.0% |
| 1Y | -6.7% | +3.9% | -10.6% | -8.5% |
| 3Y | +17.2% | +176.6% | -159.4% | +3.4% |
| 5Y | +56.3% | +249.3% | -193.0% | +32.0% |
| 10Y | +173.7% | +726.9% | -553.2% | +104.8% |
| All | +272.3% | +469.1% | -196.8% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling