+70.0%
NOC vs PL
+28.1%
+41.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.3% |
| 7D | -5.8% | -6.8% | +1.0% | -5.7% |
| 30D | +10.9% | -29.3% | +40.2% | +11.7% |
| 3M | -7.1% | -44.8% | +37.7% | -6.0% |
| 6M | -5.3% | -68.4% | +63.0% | -3.1% |
| YTD | -6.8% | -36.4% | +29.6% | -6.3% |
| 1Y | -6.7% | +0.7% | -7.4% | -7.0% |
| 3Y | +17.2% | +455.3% | -438.1% | +11.2% |
| 5Y | +56.3% | +22.7% | +33.6% | +51.2% |
| All | +70.0% | +28.1% | +41.9% | +64.5% |
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