+265.2%
NOC vs P
+485.4%
-220.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | -5.2% | +6.5% | -11.7% | -5.5% |
| 30D | -7.2% | +18.8% | -26.0% | -8.1% |
| 3M | -5.1% | +26.7% | -31.9% | -6.6% |
| 6M | -31.1% | +62.2% | -93.2% | -33.4% |
| YTD | -8.6% | +48.5% | -57.1% | -11.4% |
| 1Y | -9.7% | +26.4% | -36.1% | -12.2% |
| 3Y | +24.3% | +159.4% | -135.1% | +11.0% |
| 5Y | +52.6% | +275.8% | -223.2% | +28.6% |
| 10Y | +183.6% | +732.0% | -548.4% | +113.0% |
| All | +265.2% | +485.4% | -220.1% | +174.9% |
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 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