+0.3%
NOC vs PL
+12.6%
-12.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | +4.8% | +10.0% | -5.2% | +4.3% |
| 30D | +11.0% | -2.3% | +13.3% | +11.0% |
| 3M | -3.8% | -44.2% | +40.4% | -1.0% |
| 6M | +0.6% | -66.1% | +66.7% | +6.2% |
| YTD | -2.3% | -30.0% | +27.7% | -3.3% |
| 1Y | +0.3% | +21.0% | -20.8% | -2.9% |
| All | +0.3% | +12.6% | -12.3% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling