+74.6%
NOC vs PL
+46.6%
+27.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.5% | -11.8% | +2.4% |
| 7D | -2.9% | +10.9% | -13.8% | -3.2% |
| 30D | +12.1% | -16.4% | +28.5% | +12.5% |
| 3M | -5.3% | -39.9% | +34.7% | -4.3% |
| 6M | -1.0% | -63.2% | +62.2% | +0.9% |
| YTD | -4.3% | -27.1% | +22.8% | -4.1% |
| 1Y | -3.6% | +12.2% | -15.8% | -4.2% |
| 3Y | +22.9% | +584.3% | -561.4% | +16.0% |
| 5Y | +60.4% | +37.0% | +23.4% | +55.0% |
| All | +74.6% | +46.6% | +27.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling